For the same simulation time, with increased transmission rate a sender sends more packets and a receiver receives more packets. That's why, energy consumption increases ..........
The power consumption could increase with increased rate, but this is not a certainty. It would depend on many parameters and you would have to run a simulation to figure out the net result for a specific set of parameters .....
In radioTest simulation no MAC protocol is used. The fact that the Radio module when completes TX would automatically transit to RX mode has an impact on the power consumption. If we had a fixed number of packets to transmit would increasing the packet rate increase the power consumption since the radio once completes TX in a less amount of time and hence moves to RX mode that consumes more power than TX mode.
Please read the Castalia Manual and look at the radio model and power consumption in different states ....