If I phish you and you run a script, but multiplexing is disabled, then I have to take a few extra steps on your machine to capture passwords assuming you have passwords set on your ssh keys. It also means I have to initiate a new connection rather than using your existing ssh channels. Depending on the environment and your laptop configuration, this may or may not increase my risk of being detected. This of course highly depends on what level of logging and remote monitoring of your laptop is in place.
Assume Breach mindset that Microsoft developed for instance - in case you are intersted to learn more. There is an entire domain/world of security engineering that starts when the initial compromise has happened. And it does/should not mean the adversary won, just because they have code execution on one host.
Heck, the attacker prefers a certain SSH config, the attacker could just change it. Even if you disabled the feature at compile time, the attacker could just replace the SSH command in your shell with their preferred version.
This is just disabling useful features to maybe cause minor inconvenience. I find it about as interesting as telling someone to pull out the power cord of their monitor to increase security of their login prompt screen.
Coinbase recently had a very interesting article/blog post about something similar, how adversaries gained access to engineering hosts and how they detected it.
Of course how much you lock something down depends on the critically of an asset and so forth. E.g. in certain high security facilities slight variations of your monitor example are applicable.