Depends on how much you're asked to burn I guess. Until one point, it's actually helpful. Then there's a point where you can do stuff that's semi helpful but doesn't get in the way. But then I would imagine you reach a point where you have to come up with a token burn strategy and some kind of narrative for your manager that's in line with it. I bet at that last point, it gets taxing.

Probably like eating. Having to eat less to loose weight isn't great. Eating anything you want without worries is great. Having to eat more than you want to gain weight, not great.