Ideally, a transistor should have ZERO resistance when turned on, but we don't live in an ideal world, so we're stuck with just getting the lowest resistance we can.
I don't understand why would you even ask such a question, seeing that you understand that higher RdsON means more losses. OF COURSE you will try to get the lowest RdsON available.
There are very few special cases where a higher RdsON would be preferred.
Since you are able to calculate the power loss (the amount of heat generated) based on the RdsON, you are able to see if it will be too much for your circuit.
In the case above, the transistor is pretty good for its purpose, all you need is a small heatsink.
Sometimes, the limiting factor in choosing a MOSFET is also its price, its capacitance and/or speed. Higher capacitance will require a more powerful MOSFET driver and will increase losses at higher switching frequencies.

Ideally, a transistor should have ZERO resistance when turned on, but we don't live in an ideal world, so we're stuck with just getting the lowest resistance we can.
I don't understand why would you even ask such a question, seeing that you understand that higher RdsON means more losses. OF COURSE you will try to get the lowest RdsON available.
There are very few special cases where a higher RdsON would be preferred.
Since you are able to calculate the power loss (the amount of heat generated) based on the RdsON, you are able to see if it will be too much for your circuit.
In the case above, the transistor is pretty good for its purpose, all you need is a small heatsink.
Sometimes, the limiting factor in choosing a MOSFET is also its price, its capacitance and/or speed. Higher capacitance will require a more powerful MOSFET driver and will increase losses at higher switching frequencies, so in that case we don't go for the lower RdsON if it means higher losses overall.