I have the following sentence.
Why auto sync consumes a lot of Internet data?
Will it be better/ accurate, if I write it as
Why does auto sync consume a lot of Internet data?
Yes, it would be much better. Your first sentence is wrong from a grammatical standpoint - forming questions in Simple Present does require you to use do/does and inversion, with few exceptions (primarily to be and modal verbs).
As a standalone sentence, where a question is introduced and asked, the second sentence is better—and the first is unidiomatic. In that situation, you should use do or does.
However, in some contexts, the reverse could be the case:
"I'm asking why autosync consumes a lot of internet data."
"Why autosync consumes a lot of internet data?"
"Yes, that's what I said."
Note that in the first line of dialogue, although a question is being asked, it's constructed in the form of a statement. In that case, the use of does would be inappropriate. Also in the dialogue, the statement is repeated without the does, and it also makes sense because of its reference—it's not an original question, but a repetition of what went before.