As far as I understand the fee does not affect the players, they are still getting what they were promised. Just checked the code.
Well in this case, you don't understand
Of course it affects the player ! Do you think the ETH for the fees just pop up from thin air ?This slows the pyramid and the only gaining from this is the first ones and the creator (but mainly the creator)
http://etherscan.io/address/0x43bbc7fafb860d974037b8f7dd06b6f6fe799b3e