No need to apologize: sometimes the most astute questions come from those with little or no background in a particular field, as they are free of the preconceived biases those working in that field often inherit.
Anyway, for starters it probably needs to be made clear that we are talking about efficiency here in the thermodynamic sense, i.e., energy out/energy in x 100%. In that context, cycling differs from other endurance sports (e.g., running, swimming) in that our pattern of movement is largely constrained (in all directions) by the dimensions (seat height, crank length) of the machine (bicycle) to which we are attached. As well, we typically choose gears that limit the speed of movement, and hence the rate of muscle shortening. Because of this, efficiency varies less from one individual to another when cycling compared to other sports. The notion that cycling efficiency is unresponsive to training, however, seems to stem originally from cross-sectional studies comparing untrained individuals with (at best) moderately well-trained cyclists. Even before the paper by Coyle, though, at least one study (Lucia et al., 1998) reported that professional cyclists tended to be more efficient than elite cyclists. Jeukendrup, Martin (David, not Jim), and Gore, however, questioned these findings, and published their own cross-sectional paper demonstrating that, at least on average, there was no difference (thus reinforcing earlier studies of much less well-trained individuals). Coyle then published his paper, and the area really heated up, as indicated by the four recent papers I cited above.