The ZF 9-speed being 16% more efficient is surprising, but I'm guessing it's designed for lower power/torque applications?
Other then that, when there's more gears, there's more bearings, more clutches, more brakes and in general more places for losses to occur so not surprised there's diminishing returns. And lets be fair, they all emplay techniques beyond more gears to reduce power losses that could have been used on a 6 speed aswell. In that case the difference would have been even smaller.
I have a DCT in my car, 7 gears. It uses dry clutches, which are more efficient than wet clutches and the rest of the gearbox is very close if not identical to what a 7 speed manual transmission would be. it's configured with 6 short gears that cover speeds up to 30 ish mph (6th gear from 30 mph and up) and a taller 7th useable from 40mph. the controls for the transission will take some power, it seems to be all hydraulics, but overall should have very little effect. The biggest downsides for DCT is crawling in 1st gear, this often means slipping the clutch but with the 1st gear being so short it doesn't seem to be an issue. Any speed above 4mph should not have any slip happening.
I think the hydraulics part is a Borg Warner design, the rest is made by SAIC.