No because basically what the cpu loads is the block validation, it's just a protest method 😂.
Discussion
I'd imagine there's at least some wear and tear from handling spam. Maybe not since it's used by normal transactions also.
You use less mempool memory and a little less cpu by not having to validate those transactions in the mempool but as I am using bitcoin core the datacarrier=0 option does not work, in the next days I will migrate to knots.