Because we do use lots of our energy. I think our whole sympathetic nervous system goes on hyper-drive -- blood vessel dilation, increased breathing rate and heart rate, brain and senses working hard at being super-alert, etc.
I was reading a short, half-page article in the June/July 2007 issue of Scientific American Mind, by Siri Carpenter (page 11 for me). It talks about when people bottle up their irritations throughout the day, and that "a single, brief act of self-control expends some of the body's fuel." This is what makes us snap sometimes -- we simply don't have the energy to keep hiding our irration to various occurances. So I'd imagine that when you display your anger, you are already low on energy, so it doesn't take as much to tire you out.
Either way, I think that the strain on your cardiovascular system is enough to tire you out, whether you were already low on energy or not.
How come when we are excited, we tend to gain more and more energy, have no side effects, and don't feel drained out but normal when its over...however, when we are enraged...We have energy blasts but also moments when we feel like we are tons heavy, extremely sleepy all the time but may not be able to sleep, etc.