Hmm, not sure.
For physics, I think the answer is definitely yes.
For other behaviors, I don't really know. It's not like the behavior knows whether or not you've put stuff into the game to collide with, so it's got to check for collisions. The question is, are the behaviors smart enough to skip that if you've selected "None" as the collision type? I suppose only a dev could answer that one, otherwise you could do some tests on your own.
As for moving your own sprites around without behaviors, I'm pretty sure the only time they're checking for collision is when you tell them to in events, so it wouldn't really matter if you're not colliding them with anything.