The execution time will decrease, however, the decompression speed is only noticeable on files 100mb or more, and still, it's minor even then. The decompression time is also dependant on the compression level you used, a compression level of 1 would take significantly shorter times to execute where as a level of 6 may take longer. There are also several other options you can configure using the command-line that may or may not affect the performance.
UPX is great - but it should remain a user preference, if they know about UPX and wish to use it, they may, but as CCleaner wants to maintain their credability for supplying a great prorgam, they don't want UPX to endanger their respect.
PS - Thanks for spreading the word about UPX, I have never heard about it before now