There is, but it's pretty low because language extensions are designed with Core in mind and the desugaring tends to be relatively straightforward. In most cases, the semantics of the "sugar" is defined in terms of a simpler subset of the language, so there is very little the compiler could do differently.

More importantly, any modern compiler is very far from the producing the most optimal possible programs. Overall performance could be improved pretty much anywhere, and the tradeoffs involved make operating on the "whole" language a far lower priority than pretty much anything else.