Yes and no.
I've had similar conversations in the past where people have told me they do all their weight training with sets of over 30 reps, because they want to burn more calories.
In my opinion, burning calories is not your primary objective when performing a weight training workout. If you want to burn calories, you're probably better off doing a simple interval program (for example, run up a hill, walk down the hill, run back up the hill) instead.
The purpose of a weight training workout is to build muscle. By doing high rep sets, we mostly train the Type 1 slow twitch muslce fibres. It's important to also train the Type 2 fast twitch fibres which (for most people) make up the larger percentage of the muscle tissue.
One positive side effect of increased muscle mass is an increased metabolic rate, which means you are burning more calories at all times throughout the day and night, even at rest.
Personally I like to mix it up with higher and lower amounts of reps. Early in the workout I'll start with a set of 25 reps as a warm up, before doing 3 more heavier sets of the same exercise for around 12 reps. Later on when I'm already nicely warmed up I reverse the order, starting with the heavier sets and then doing a lighter set of 25 as a "pump set" at the end.
You can mix these rep ranges up a bit as well for extra variety.