Think you might be concerned with how some heavy weight pellets can damage some springers, leading to early spring breakage (which seems to be related to the spring's wire diameter more than anything else).
No spring...no worries...CO2 guns don't have pellet weight issues of that type.
Heavier weight pellets do shoot slower, sometimes drastically slower. Has a lot to do with pellet fit; too tight and you lose speed from friction, too loose and they usually shoot poorly and can lose vel. from poor bore sealing. Given the same good fit, the heavier pellet will be slower.