The voltage is stepped up at the beginning of transmission lines and step down again at the end of the latter. This is, of course, to reduce the current passing through the line and thus reducing the heat losses. \$P\$ loss \$= I^2 \cdot R\$. but also this equation can be rewritten as \$P\$ loss \$= V^2 / R\$. So, if we raised the voltage difference across the whole transmission line we also will increase the losses, according to the second equation. I know this happens to be false. But, what is exactly wrong with that way of thinking?!