I would like to ask if by doing an exercise unilaterally, burn more calories than doing the same exercise bilateral.
Anything that requires more effort will burn more calories, it's as simple as that. However, the increased amount of calories burnt in unilateral movements compared to bilateral movements is likely marginal at best.
If your goal is to lose weight, introducing unilateral movements into your routine isn't going to make a difference. You need to be in a caloric deficit in order to lose weight, it's as simple as that.