Yes, definitely. Always opt to use native bubble features instead of 3rd party plugins.
My assumption is they are downloaded regardless but I’m not a traditional coder nor do I use the browser developer console much to inspect how things are loaded. But, overall I’d venture to guess, you are not going to see a performance decrease if you are using different icon packs provided by Bubble.
Maybe @nick.carroll could speak to that as I think he was part of this new feature.