Do you think a tank loses heat faster using a canister filter?Being out side the tank ,I think it cools the water down . Makes your heater work harder in cool months.
if your external filter is placed in the stand then heat loss will be minimum. if the filter is placed out in the open in a cold room or in a breeze from a window or door way then i would expect it will loose heat.
I do not think that it plays too much of a role. After all, your room is generally heated in the winter. I have never had a heater die from overload, and I have always had canisters.