We can find data and statistics across the web that would give a strong “yes” or a “not really” in reply to that good question. Annoying, I know.
The strongest solid argument for using clipless pedals seems to be in explosive/sprint situations (keeping permanent contact with the platform), while the arguments for efficiency gains don’t seem to be overwhelming. (If you want to read a strong opinion against clipless, here’s a classic: https://www.rivbike.com/pages/the-shoes-ruse)
Clipless systems do also help with position/fit, knowing that you’re always connecting at more-or-less the same physical pivot point with your bike – although one can also argue that this locked-in aspect might increase the risk of overuse injury if the fit is really poor, especially if using cleats that allow little or no ‘float’.
Don’t get me wrong, I always use clipless road pedals and shoes indoors because I like to have the same fit and physical experience as on my outdoor set-up. I like the feel. I first started using clipless in 1999 because all the serious cyclists I was riding with in a local club that I joined were using them. It’s nice never to slam my shin with a spiky-toothed pedal cage (ouch), like I did countless times on a BMX when I was a child. But I don’t believe that I’m now far more efficient with clipless than if I were to ride with with non-clipless pedals and firm-soled shoes with good grip. I agree with @Gerrie_Delport_ODZ that MTB-style clipless have benefits, with no downsides when riding indoors.
What shoes are you currently using when riding indoors?
If going clipless, do factor in the cost of well-fitting shoes to use with them. And just in case you have particularly wide feet, buy with care. Not many road cycling shoe manufacturers seem to cater for for this and the pain of being stuck in narrow shoes while your feet swell during a long ride is deeply unpleasant and you can even cause long-term damage to nerves if you ride through the pain. Don’t ask me how I know.