From a thermal conductivity standpoint, it would would reduce the heat transfer coefficient of the bottom panel, hence I am certain there would be a slight temperature increase. However the base of the rMBP has minimal air flow anyway, Apple wouldn't have designed the machine so that the bottom panel was a big contributor to the overall heat dissipation of the device. I think you will be just fine leaving it on.
You could always download SMC fan control to monitor your temperatures and fan speeds and do a before and after comparison of temperatures under load?