I would think that for most, if not all instances, CAD, FEA, CAM using a helical sweep profile would be a detriment. I know that modeling springs, bolts, etc... using helical features really bogs the regen times down.
Stick with cosmetic.
Now, PTC needs to include some intelligence to the 'hole' type to help the CAD/CAM system deal with interferences, and recognizing tapping sequences as you should model the part in a 'stock safe' condition. OD threads at the OD and holes at the tap drill dia.