A sturdier tripod is indeed more sturdy but you will reach a point of diminishing returns. Unfortunately, the load specified by manufacturers is not measured in a standard way, so you can only compare two tripods of the same brand by looking at the maximum load.

Normally, I recommend a tripod rated to about twice the actual intended load, just to be safe. This has proven to be sufficient stable for most cases but when it is very windy, I often add weight to keep the whole thing even more stable. So a tripod with a hook for adding weight is a good feature.

How much a tripod will hold is not purely dependent on weight. If your equipment is off-center it will be more stressful for the tripod. With a long lens for example, you can often attach it directly to the tripod which makes it more centered. Also consider your movements, if you shoot in portrait orientation or with the camera to one side, such as for taking shots towards the ground, I would recommend some tripod which is rated even higher, say 3 or 4X your intended load.

Dont forget that the same stress occurs to the ball-head, so make sure you get one which is rated similarly to the tripod you choose. Same thing if you add a levelling base.