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DPV - free rolling wheels will _always_ coast easier when there is no gear assembly connected to them. The grease, lubrication, etc add friction - even at high temperatures, believe it or not. If you've ever put grease between your fingers, you'll see that it can act as an adhesive (albeit a minor one).
If you couple that to a wheel assembly that isn't actively turning a wheel, it results in unnecessary friction (or reverse friction, I'd guess). The fluids, greases, gears, etc. that aren't actively helping the wheels move are hindering it merely by definition of being attached to the wheel system.
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