why ohmic losses increase with resistance?
The magnetic field strength is proportional to ampere-turns. If you hold the field constant, and reduce the resistance (for the same number of turns), then you must reduce the voltage. 

The power loss for a given field strength and number of turns is proportional to the resistance. 

If R goes to 0, as in a superconducting magnet, no power at all is consumed in the magnet in steady state.