Yeah, the narrower tires weigh less and have very slightly less rolling resistance. They also create less air drag.
But you're right that there is a tendency to put the narrower tires on "road" bikes, even if they're clearly not "competition" class. I suspect that this is because, like several other aspects of a bike, the narrow tires are simply perceived (by most) as "better" and perhaps "sexier", and so they look better on the show room floor.
(And note that a cheap bike is apt to have 23mm tires rated at 85psi -- lower than optimal for many situations, while a better bike might have 27mm tires rated at 105psi. I run my 35mm tires at 100psi.)