For something coming from the ISS, the energy to be scrubbed off is proportional to its orbital speed squared, or 64 (km/s)^(2), while for something coming from far from the Earth, it’s proportional to something like escape speed squared, or 121 (km/s)^(2) — about *twice* as much per kg.
The capsules aren’t dense — they float in the ocean afterwards — and come in with a broad heat shield facing forward, so they can lose a lot of that energy in the thin upper atmosphere.
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