This is true.
If there is less head loss, the power should go up slightly. Your bypass has less head loss than the heater.
When the pump operates at a lower head, there’s less resistance or back pressure on the pump. This allows it to pump fluid at a higher flow rate (more volume per unit of time). Since centrifugal pumps are designed to consume more power as they move larger volumes of fluid, they end up using more energy at higher flow rates. According to affinity laws, the power absorbed by a centrifugal pump is proportional to the cube of the flow rate (one of the affinity laws). This means that even small increases in flow rate can lead to increases in power consumption. When the head is low, the flow rate is higher, and the energy required by the pump increases disproportionately.
@mas985 can explain it better.
In your example, you maintained 3000RPM. You are getting higher FLOW through the bypass than through the heater. To
@ajw22 point, you should be able to reduce the RPMs in bypass and get the same FLOW rate as 3000RPM in heater mode.