Generally speaking, it doesn't really matter when it comes to P25 systems. The scanner is decoding the control channel, not actually scanning through dozens or hundreds of talkgroups, and so it's only going to respond to talkgroup "voice grants" that come across the control channel.
What is important, though, is that you're only scanning the sites that you're actually capable of receiving well. Having more than one site enabled is going to slow scanning down, and will likely lead to missed activity as the scanner has to reacquire the control channel for each site as it scans between them. Ideally you want to monitor a single site, and probably no more than two if you have good reception of both. Another factor is the talkgroups you want to hear, which may not be carried on all sites, so that factors into the decision to scan more than one site, if you're lucky enough to have good reception of more than one.