technically yes a closer wheel to the frame will measure less drag. Every wheel/frame will be different. If you look at a P3/P5, you can barely fit a credit card in there. I think the gains are only there if you are that close, not 15mm vs 20mm.
So unless you plan to build the chain already on the cog, you can't get it that close. IMO don't even worry about it, size the chain for the most common gears you run.