No.
Keyboard Maestro will use negligible CPU & Energy as long as it is not executing a macro. You can have pretty much any number of macros available to be triggered and it will not use any appreciable CPU except when you are actually running a macro.
There are a couple exceptions to this, but they would apply generally only when you have a badly behaved device attached. For example, if you have any MIDI triggered macro, and you have a MIDI device that is sending an endless stream of MIDI events, that can be slow, or if you have any USB Device Key trigger and you have a USB device that is sending an endless stream of USB events.
Note that the Keyboard Maestro editor will implicitly be running macros if you are displaying a macro with conditions in the editor, so quitting the editor when not in use is a good idea - but just hiding it will be sufficient, since it only updates the action condition results if they are visible on the screen.
Check the Activity Monitor and see what energy usage you have in the Keyboard Maestro Engine, but it should be a trivial amount in normal operation when no macro is happening.
