If you have 240V loads connected Ø-n, and they are not balanced (same load on each phase everywhere), then there will be current in the neutral and there will be losses in the neutral. If these same loads were connected Ø-Ø and were not balanced, the phase currents would be unequal and there would be more loss than if they were balanced.
At one extreme, if all the load were connected Ø-n on one phase, the current in the neutral would be the same as the current in the phase conductor. If the load were connected Ø-Ø between the same two phases, the current in the two phases would be the same as the phase and neutral current in the Ø-n case. If all conductors were the same size, the losses would be identical. As Tinfoil notes, with a multigrounded neutral, some of the current would flow through the earth and the effective neutral resistance would be somewhat lower, so losses would be lower.
Overall, I doubt that there would be enough difference in losses to matter.