The walls of the oven are not perfect insulators. Heat will escape through them. The heat equation, which is (in 1d):
$$
\frac{dT}{dt} = \alpha \frac{d^2 T}{dx^2}
$$
Here $\alpha$ describes how good the material is at conducting heat; higher $\alpha$ means quicker heat transfer. $T$ is the temperature. The left hand side is a measure of how quickly the temperature is changing, and the right hand side is a measure of how drastic the temperature difference is as you move along the $x$ direction (in this case, as you move from the inside to the outside of the oven wall).
This tells you that the rate of heat loss increases as temperature on one side of the oven wall increases. So maintaining a higher temperature would require higher wattage. Also, note that watts are units of power, which is energy/time, so you you should just say watts, not watts/per time.
Of course, this is in the steady state (once the oven has been preheated). When the oven is first turned on, it is very possible that it is using maximum power just to get itself heated up, meaning that the power used (in watts) might only depend on temperature once the oven has been preheated. But, once it reaches the set temperature, its wattage really will increase with increasing temperature.
But if you're worried about blowing fuses, then it is likely (depending on the design) that it will use maximum power from the moment it turns on, regardless of set temperature, until it preheats. So for blowing fuses, my guess is that it wouldn't matter.