The thought was that higher pressures would mean more material in a given volume. That means a smaller vessel. That reduces the surface-to-volume ratio for heat transfer and also means a shorter mean free path for the molecules to acquire that heat. So premise was related to efficiency of heat transfer, not the amount of heat a particular mass of material would require. I asked that question because of the risk associated with higher operating pressures at those temperatures.
Okay, I understand why you took it that way.
Material would have to get exotic/expensive if you try to maintain 1,000°F at 1,000 psi.