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
So the creator fee is the reason why 0fee ponzi got so stuck?:
http://ethgambler.github.io/ZeroP/