Does an AC lightswitch dimmer/light combination consume the same power no matter its setting?
Even if dimmers were just resistors (they aren't, as explained in the comments), it should be obvious that as the resistance goes up, the current goes down and the lamp gets dimmer. By definition, since power = voltage × current and voltage is being held constant, then the power being consumed scales directly with the current.
Some of the power gets dissipated in the resistor, some of it gets dissipated in the lamp, but the total still adds up to less than the lamp uses at full brightness.