Will an exhaust baffle have any bad effects on a 2 stroke engine if it's used all of the time?
It depends on the exhaust system. If it is a road bike with an exhaust system designed for the road, you need to keep the silencer/muffler/mute on it for optimum performance. Only a full race system, designed to run without a silencer (pretty rare these days with all the noise restrictions even on races) might suffer by having a silencer attached, but that would all depend on the overall design.
Taking the silencer off will affect performance, usually for the worse, as the exhaust will have been made to allow for the resistance to gas flow that the silencer gives. More noise does not necessarily mean better performance.