This is only true if the fluence is kept the same. Increasing the fluence increases the depth of penetration.
For hair removal purposes, more energy does always mean better, as long as it is not causing too much epidermal damage/irritation.
What I meant is that it’s a combination of factors that matter in the end. For example, treating on a Lyra Yag with a 7mm spot size at 60J+ is pointless even though the joules are high.