electric circuits - Ohmic Heating in Wires

please could someone tell me why Ohmic losses are always referred to as $I^2 R$ losses? Here is my problem. If the power coming from a power station is fixed then you can either deliver this power as high voltage, low current or high current, low voltage. But isn't $I^2R$ equal to $V^2 / R$, therefore if R is constant doesn't the power depend on the square of the voltage so surely it doesn't matter whether it is high voltage or high current. The only way I can reconcile this is that a high current must cause a greater heating effect than a high voltage. I can't figure why though. If this is the case then is there a reason why a high current causes more heating than a high voltage?