No load reduction with capture card in *same PC*.
A one PC setup with a capture card is most likely capturing footage from an external device, such as a game console. So the load of rendering the game is on the console, and the capture machine renders OBS frames and encodes.
A two PC setup with a capture card is most likely capturing footage from a gaming PC to send to a streaming PC to shift the load of encoding and OBS rendering away from the gaming machine, and onto the stream machine.
If you're gaming on the same PC as the one you're streaming on, there is no load reduction in using a capture card to output to a video port and then import that same video signal via USB.
The only reason I could think of to do it would be to workaround other limitations-- say, the inability to use game capture on certain games, or the need to run OBS on an integrated GPU in order to do display capture on laptops with both integrated and discrete GPUs.
Other than that, there *is* no point in using a capture card in a single PC setup.