I've timed it with and without the preview window showing. End result was that in any render less than a couple hours, i probably spent more time closing the window than i saved by having it closed.
My cpu temperature runs a bit cooler without the preview window that's why I disabled it during video renderings. I'm not sure if it's any faster, it probably is but only by a few minutes and that's good enough for me. My main concern is HEAT which freaks me out every time when I render.
I tried the closing the preview screen a few times, but I like being able to see where in the movie the render is, I can often tell if I am going to have a poblem early.
i.e. If my render is at 40% and my preview window is still showing my movie title I know there is a problem.
I can also tell with in a reasonable guess where the problem is. I just do not need a preview to be good quality.
If it isn't using that much resources, I will not worry about it.