actually a few back in the day allowed you to remove the dongle. Some would check during batch render or something requiring an obvious license check. Outside of that, quite a few years ago cracked and dongled versions of Lightwave were tested on the forums and found the cracked version to be faster in both interaction and rendering. I guess based on the number of times the dongle gets checked, it can slow down a software although probably pretty minimally.
So it really depends on the developer and the software they're using, eg hasp, flex and so on. Best bet is to check it yourself. Open Fusion with the dongle, remove dongle, play. See what happens. The dongles aren't that big, although I know Apple has told the world thinner is better in spite of speed, power and throttling.