I have found that my phones have always gotten greater battery life in the higher frequency bands. Now if the US would ever get its act together and get lower band GSM service to enhance rural coverage (I'm looking at you Cingular). But seriously, is there a reason that my mobiles should get better battery life at higher frequencies (maybe less power needed to create the smaller wavelengths)?
The difference is marginal so I wouldn't jump to that conclusion as there are many other factors involved. I've seen 800Mhz phones with battery life just as good or better than their 1900Mhz counterparts.