Only if your wiki gets hit a lot, and is heavily customized. We use a heavily customized wiki on our site (www.entropiaplanets.com), where we run several dozens of extensions, including Semantic MediaWiki. The latter allows us to query data in ways a normal Wiki would not allow.
That functionality does add additional burden to the server, but in general, I'd say you ought to be alright combining the two. As mentioned before, there is a XenForo - Wiki bridge (which happens to be our product) that ensures all XenForo users can login into the wiki without having to create a seperate account.
The developer for it currently seems to be MIA, but I hope to hear back from him soon-ish so we can get an updated version out.