MySql query slows down

I have a table (cumulative_energy_consumptions) defined as:

id int(11) pk
sensor_id int(11) fk
value decimal
recorded_at datetime

with two indexes, one on sensor_id, the other on (sensor_id, recorded_at) and it uses InnoDB engine.

Given a sensor and a datetime, I have to find the row with the maximum 'recorded_at' before that datetime.
It can be solved with the following query:

    SELECT MAX(recorded_at)
    FROM cumulative_energy_consumptions
    WHERE sensor_id = 88 AND recorded_at <= '2016-06-29 00:00:00' 

and it is incredibly fast (0.00030 s on my machine), even with a very chatty sensor (id 88) that has more than 300k records.

Instead of a single sensor, I wrote the following query to get the result for many sensors at once:

    SELECT sensor_id, MAX(recorded_at) AS first_before
            FROM cumulative_energy_consumptions
            WHERE 
                sensor_id IN (80, 85, 88, 89) 
                AND 
                recorded_at <= '2016-07-10 00:00:00' 
            GROUP BY sensor_id

and it is also very very fast (0.00055 s)

Now I was trying to write the query for one sensor and many datetimes, and I tried that:

SELECT input_times.*, (
        SELECT MAX(recorded_at)
        FROM cumulative_energy_consumptions
        WHERE sensor_id = 88 AND recorded_at <= input_times.instant
    ) as res
FROM
    (
        SELECT '2016-06-29 00:00:00' as instant
--      UNION SELECT '2016-06-30 00:00:00' as instant
--    UNION SELECT '2016-07-01 00:00:00' as instant
--    UNION SELECT '2016-07-02 00:00:00' as instant
   ) as input_times

when the table created using unions has only one row, it takes 0.0004s and I was expecting that with two rows it would have taken roughly the double, but it completes in 0.2 s; with 4 rows it takes 0.4s and so on.

Why does MySql uses a different strategy with multiple rows instead of applying the strategy for one row many times? Is there a way to rewrite this query to make it as fast as expected?

Thank you