Leonardo, please keep in mind that the Pref input of the Variable Load (Generic) component must be expressed in the per-unit (p.u.) system. I haven't seen your model, but I suspect that you are setting the reference in absolute values (W), which would explain why the values are almost always above 1.0, causing the load component to saturate. That could be why you are observing constant power consumption, even though you are varying the power reference.
The solution would be to scale down the input by dividing it by the nominal power. For that purpose, you can use the Gain component.