NOTE: By performance, I mean in app performance, not start up time. This is an app that gets started up and then used for a users whole shift (many hours) before it shuts down.
No. Once the assemblies are loaded, the fact that they are in multiple or a single assembly won't matter. The main improvement merging assemblies makes is in load times, not runtime performance.
Merging the assemblies will not help the performance once the assemblies have been loaded.