Just to re-state the point that Intruder has made about final approach, assuming you are flying on a defined glideslope at constant airspeed, an increasing headwind will require increasing thrust.
Groundspeed determines the rate of descent necessary to stay on a glideslope. Lower groundspeeds mean lower rates of descent.
At constant airspeed, as the headwind increases, the groundspeed decreases, the rate of descent required to stay on the glideslope decreases, and the thrust required to fly at the same airspeed, but at a reduced rate of descent, increases.
Regards
Bellerophon