Adding on what audioguru said, the power dissipation is P=RI^2. So if you use high current to carry the power, you make a ton of loss. If you instead "transfer" all that power into voltage (with P=VI like audioguru mentioned), then you still have the same amount of power, but less current. If you do it this way, you still send the same amount of power but because your current is less you have less loss.
Neat huh? But I'm obviously biased about what I think is neat...like heatsinks! lol.