Yes, it does. Passive filter components cause insertion loss and that does "waste" power- it's one of the main reasons active filters are superior.
This isn't really true. It increases the impedance above the filter point, which reduces current running through the speaker at a given frequency. That isn't wasting power, that is reducing power consumption. Like putting a 50W bulb in instead of a 60W.
Active filters are better because they occur in the signal path and not the power path, reducing the likelyhood of catastrophic failure that will destroy amps and cabinets.
My opinion, leaving the filter in is only creating a sharper slope above 125hz. It's not doing any harm and if you are using both crossovers you aren't putting any stress on it, you are good to just leave it.
I suspect if you experiment you will find that with the active and without the passive it will sound very similar to the way it sounds now, maybe a little bleed, but barely perceptible. Without either it will sound terrible.


