As @ratchet-freak stated, In terms of time, you could have 75% of the time the bus pulled-down, hence, if you increase the clock rate, your consumption by the bus will decrease as long as you have the same value for pull-up resistors. But, at higher speeds, resistor values should be reduced.
Having this, the consumption of the bus will be lower, but slaves and masters devices could increase their consumption depending on the clock rate.
Regarding your side question, if 3.3kohms suits both 4khz and 32khz, you have to check the capacitance of your bus. This capacitance depends on the length of the bus, the distance between lines and the number of devices attached to it. It could be difficult to calculate the real capacitance, but you can check the waveform of your data in the bus at both frequencies and see if there is any distortion of the signal at 32khz using 3.3k.