Suppose you push a fridge across the floor and box of match the heavier one will have more friction but it will also depend on the texture of structure or two surfaces
1. Surface roughness. High load smooths out asperities, and that can change the friction and wear mechanisms (this is defined by the material you use).
2. Special features of fretting process. Change in load causes a change in the size of the slip zone, so the contact conditions can change non monotonically (in slip region).
In occasions higher loads causes rupture of the material and forms debris. Depending on the type of material, this entrapped debris could act as small bearings, reduce the coefficient of friction and reduce wear with higher loads.
It should be analyzed according to specific materials. Some materials have self-lubricating properties. When the load is increased, physical and chemical reactions will occur on the friction surface to generate solid lubrication film and reduce the friction coefficient.