What @Old-School Engineer says is correct. Wind resistance (aka drag) increases exponentially with speed. The (simplified) formula is
drag = (constant)*(velocity^2). So for example, going from 30kmh to 100kmh, the drag is 11 TIMES HIGHER. As a result, even though the engine is spinning at the same speed, it is consuming more fuel and air to maintain that RPM speed.
It sounds like you have a manual transmission. Next time you are on the road in 1st gear at an RPM of 2000, press the clutch pedal to the floor, but do not take your foot off the gas pedal. The RPMs will increase, because there is no longer a load on the engine. Next, when you are in 3rd gear at an RPM of 2000, do the same thing. This time, the RPMs will increase much higher, possibly evening getting close to red-lining. This is because even though the engine is spinning at the same speed in both cases, it is "working harder" in 3rd gear.