Yes they do lose significant efficiency ("power loss" isn't the proper term) at low speeds since they are designed with more slip than a stock unit. The more radical the stall speed spec, the more loss in efficiency. A 3000 stall speed unit will probably cut your around town gas mileage by several mpg. The manufacturers should be able to give you a more specific idea of what to expect. Of course the only reason you want a higher stall speed is if you have built a radical motor that must run at a higher specific speed to make optimal power. All engine design is compromise. There is no perfect engine/tranny that will be the best at every operating condition.