Yes, no, and maybe.
Yes your phone will consume more power when wimax and 3g/cdma radio on, then having one of them turned off.
No, wimax by itself does not consume more power then cdma/3g radio.
Now in saying that, wimax radio can be "on" and use zero power. If it has a good signal, when you are not transferring data, the wimax radio shuts down to 0 zero power use. When data comes from tower to the radio, it comes either has a high power burst waking the radio or uses 3g/cdma to tell the wimax to wake up. When you then return data from phone to tower, wimax just sends a message asking the tower which channel to use.
Your 3g/cdma radio can never go dormate, either is on or off. So if you have a good signal, wimax will not consume power until you use it. There is no standby for wimax.
Which means, yes it will consume more power, if you use it with the normal radio. But when it is not being used, it uses zero power, and when used by itself, consumes less then 3g.
Need to clearify one point, when I speak of zero power, I mean less then .5 milli amps, just know someone is going to say, it uses .25 of a milliamp in standby, quit lying.
For the record, your 3g radio uses 70 milliamps in standby.