Yes a shower head that uses more gallons of water per minute can cause you to run out of hot water faster than a shower head that uses less gallons of water per minute.
If your shower head uses 5 GPM of water then you will usually have 8 or 10 minutes of hot water before it goes cold and for for a 2.5 gallon per minute shower head you would have around 15 to 25 minutes of hot water in the shower before it goes cold.
Of course if you have an instant hot water heater that keeps the water always hot then your shower water temperature should not be affected no matter what size of shower head you have.