To paint in the broadest of brush strokes, my experience has lead me to "Yes" and "No"
my observations are based simply on regular use of knives over the decades, so the following hypothetical situation is purely that..Hypothetical.
The Benchmade Dacian comes to mind readily as an example. It is sold in a coated and a non-coated version. I'm pretty sure if I brought my knife home, immediately re-profiled the blade to 12 DPS, sharpened and stropped it to 22K grit, and set about double hair splitting, cutting tissue, cardboard testing, etc. A difference could be noticed between coated and non-coated blades. Though a coating can be smoothed out and blended with sharpening and use, it would still be there, and "draggier" than the uncoated blade.
Now, talking real world use, which is where I think most folks are...opening mail, cutting up some lunch at work, cutting a frayed boot lace, etc. Typical EDC stuff. I believe it would be impossible to note a difference.
Using it in the outdoors to cut up fishing bait, clean a small fish, process medicinal plants, cut a fuzz stick, or a tent stake..I think the difference in cutting efficiency is undetectable. At the end of the day, some steels, environments, and uses benefit from coating more than others. whatever factors influence one's decision in the matter, I wouldn't make cutting effiency one of them. My stated opinion is relevant pretty much only to Cerakote and Benchmade. The rough texture historically used by other manufacturers is a bit of different matter in my considered opinion.