So, interestingly enough... the fuel mileage difference is, as suspected by surely most of you, noticeable:
RK MXZ4 vs. CZ ORM (same tires, oil, air filter, etc.)
Cold, tested on short rides up to around 45 min, the non-sealed MXZ4 was 10% more efficient on fuel than the o-ring from CZ, and after that the efficiency seemed to decrease; on rides over multiple hours the efficiency was then a constant 8% worse vs. the sealed chain.
The CZ chain on the otherhand did not show any significant difference in fuel consumption, whether 45min or 4 hours.