Why is the first step in an electrophlic aromatic bromination reaction
so much more endothermic than the first step in an electrophilic
addition to an alkene?

The aromatic compound is greatly stabilized by resonance before the
reaction. This means it is at a low energy level. This aromatic
stablization is lost in the first step of the reaction. Energy has to
be put in to make up for the loss in energy. This is not the case with
the alkene. It would be easy to see if I could draw you an energy
diagram. Try to imagine what the energy diagram looks like. In both
cases, the reactants are in a valley and the products are on a peak.
In the aromatic case the valley is lower (because of the aromatic
stabilization) but the products are at about the same height.