The efficiency depends on the query size relative to the data distribution. A small query in a sparse region prunes almost everything. A query that covers the whole space prunes nothing (because every node overlaps), degenerating to a brute-force scan. The quadtree gives you the most benefit when your queries are spatially local, which is exactly the common case for map applications, game physics, and spatial databases.
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Any point within a given Voronoi region is proximal to the data site (black point) associated with that region.