Yeah...its a mind boggler. Did you read the link?

The gears do give more mechanical advantage to the drive wheels. This in turn allows the engine to spin up much quicker through its normal rpm range. The faster the engine spins up...the more energy is consumed acclerating its own components which results in less work done at the wheels...more done at the motor(crank,pistons,flywheel,rods,etc)

Thats why its very important to choose the correct gear, taking both concepts into account. Otherwise, if higher gear always = more power..we would just get the steepest gear available. Try to think of it in its extremes. What would happen if a stang went from a 3.73 gear to a 20.73 gear. Yes...mechanical advatage would be incredible...for pulling stumps. But for accelerating the car it would be horrible, The engine would rev so fast...most of the energy produced would be consumed to accelerate the engines rotating components. Not much would be used at the wheels.