I don't have a supporting document but it should not impact the performance and it is one of the best practice to configure remote logging to syslog.
If you ask VMware partner/professional services for a health check/health analyzer, remote logging to syslog will be one of the best practice item.
This will improve administration, management, monitoring, troubleshooting and root cause analysis.
The DFW logs are part of ESXi so you would need to configure the ESXi syslog as part of the Syslog.global.loghost.
FYI, if you are entitled for NSX licenses then you would also entitled for vRealize Log Insight for NSX license.
vRealize Log Insight for NSX FAQ (2145800) | VMware KB
The NSX content pack for Log Insight would help you to analyse firewall traffic logs e.g. top allowed/blocked rules, top sources/destinations, ports, etc
NSX Content Pack For Log Insight: Overview - YouTube