Requests take orders of magnitude more data because you have to negotiate TLS each time. Not the end of the world obviously but you will generate more traffic and observe slightly reduced performance.
You get to do session resumption or even re-use an existing session if it hasn't closed yet.
For a random third party that might still be slow but Mozilla and Cloudflare have every reason to do every trick that's safe to speed this up, including 0RTT TLS because replaying DNS queries isn't a problem.
It's not so bad, because HTTPS supports keep-alive, so you can make a bunch of queries with a single TLS handshake.