Boulder Pilot hit it...
right on the head. Heavy doesn't necessarily mean strong. There's an old worn out addage that's been tossed around for many years, but it is still as true today as when it was first uttered, "Light, Cheap, Strong, pick two".
Generally speaking yes a DH or Free Ride wheel set will be pretty heavy and strong and they usually run in the 2500 to 2800g range. But by the same token there are "budget" "cross country" wheelsets out there that weigh 2400 to 2500g. Most are quite strong, but not downhill strong, and are inexpensive.
As noted you can easily get a good strong modern XC wheel set down to 1500g or less, but they are usually insanely expensive.
So yeah there are types of riding that will require a heavier and stronger wheelset. Downhill and Freeride are two types where strength usually takes a back seat to light weight, Dirt Jumping is another where strength is more important. But do keep in mind that the only reason you don't see 1500g downhill wheelsets if the limits of modern technology, materials and what people are willing to spend. At our current levels it just isn't possible to get a DH wheel down to 1500g and still have it strong enough for the job and yet affodable enough to own. If it was you can bet they'd be out there.

Just don't get caught in the trap that, "if it's heavier it must be stronger". It isn't always true.
Good Dirt