The one from the eBay link uses about 15-20W when idle IIRC. It wasn't one of the most efficient ones. A colleague has one which only uses 5-10W which is comparable to a raspberry pi.

Serve the Home did a bunch of tests of some newer SFF systems and also measured power draw there.

I am currently thinking about replacing a Pi2 I use as a simple NAS and Backup target with something like an old USFF Box or a Thin client (those are pretty similar though usually a bit weaker and might not have 2,5" slots).

Main reason for me is that USB-HDD + USB-Hub + Raspi + 2x Power Supply looks kind of messy and I'd like to have this in less separate parts.

It is preinstalled and precompiled on ubuntu so you don't need to use dkms to compile the module. IIRC you can even use zfs as root filesystem right from the installation.

I currently use Jellyfin with the Gelli App from F-Droid. It does support downloading complete Albums to the cache but you can't navigate your music library while offline so this doesn't seem to be very useful (only to save data if you have a metered connection)

I used to use gonic with Ultrasonic as a client app but as I have Jellyfin for video files anyways I don't host this anymore. This setup did support offline playback though and is pretty lightweight so it might be worth a look for you.