The only increase in workload is the increase in frictional losses due to the higher engine speed, which is minimal when measured against the work required to keep the train moving.
If you look at it from a power perspective, the lower the engine speed the more torque required to make the same amount of power. The only way to make more torque is more fuel and a bigger bang.
I see a coolant and oil temp difference of ~15 degrees C between 6th and 5th gear when towing at 100KPH on the flat. EGT difference is more like 70C and I use less fuel in 5th.
The engine is making the same power, it's just not working as hard on a per-stroke basis to do it.

