There are a variety of situations where you can end up paying more tax working through a Ltd now. Just on naive marginal rates comparing income tax + employee NI with corp tax + dividend tax on the remainder you'll be looking (once the changes announced in the Budget come into force in April) at 28% PAYE vs. 26% Ltd for basic rate taxpayers but 42% PAYE vs. 46% Ltd for higher rate.
The Ltd rates can also increase noticeably if your revenues increase and your corp tax rate starts sliding up from 19% all the way to 25% (and that's not a marginal rate - your entire profit gets taxed at the increasing rate as you make more).
Of course as an employee you also get huge advantages like paid time off, employer pension contributions, a degree of automatic job security, and not having to file the paperwork and pay the fees for running an entire company. And via a Ltd you have a lot more flexibility to control both how and when you pay out your post-tax revenues that can sometimes be valuable. So it's never really an apples to apples comparison and there's always a lot that depends on your specific circumstances.
