We determine the conditions under which the presence of long-range interactions reduce the energy losses due to defect generation during non-adiabatic evolution, crucial for enhancing the power to efficiency ratio of quantum thermal devices. In order to do so, we investigate the response of long-range systems to diverse external drivings, emphasizing their robustness against dynamic excitation in comparison to generic local systems. This phenomenon is demonstrated through the study of the quantum work statistics, revealing insights into energy transfer efficiency and dynamical quantum criticality. Our results demonstrate the benefits of including a long-range interacting medium for quantum thermodynamics application, highlighting the potential to optimize finite-time quantum thermal cycles. Thanks to the effective dimension approach our findings can be drawn in full generality and, then, specified to different experimentally relevant scenarios.