The higher the water level, the closer the "dirt" is to exiting the system. Eventually water exits the skimmer, and some of it leaves still dirty. Skimming dry would allow more water to exit dirty.
Not only that, but It would allow a lot of build up on the inside of the collection cup neck, which some of just dissolves back into the water.
Again, even with a large bio load and a huge skimmer that failed, my testable levels remained/depleted the same, until I got a replacement.
Emptying the cup more often is a small price to pay for clean water IMO.