Opamp Supply Current vs Output Transition Frequency
It's not an op-amp, it's a comparator and therefore one can now assume that the graph in your question is when the output pin is switching between rails (full range). This will charge up and discharge internal capacitors and, when you do this, it equates to an equivalent real current draw over and above the residual current consumption for all the internal bias circuits.

Many CMOS gates mention in their data sheets an equivalent capacitance and, that equivalent capacitance can be used to calculate the current consumption when operating at a significant switching frequency. The NCS2200 is no different in reality.


  Simply put, does that mean that supply current increases with the
  output frequency? So if I amplify a signal of 10kHz at 5V supply, I
  consume 20uA instead of 10?


Simply put no, you probably shouldn't be using this as a linear amplifier unless the "comparator" data sheet explicitly states that it can be used that way. If it can be used as a linear amplifier then no, the circuit won't necessarily consume 20 uA at 10 kHz unless you are forcing the amplifier into saturation on both rails or have a significantly high output peak-to-peak level.