Possibly, not a simple one size fits all answer.
It depends on a number of variables that combine to tune and maximize the savings. Details can be found in our just released blog https://techcommunity.microsoft.com/t5/windows-it-pro-blog/optimize-windows-monthly-update-deploymen...
DO enables a device to source updates of a peer device(s). You can configure DO to define the networks for their peer device(s). If a device is configured to use WU over the internet, and for DO sources, it will see benefits. If the device is configured for on-prem management sourcing, over a VPN, it may not.
In the blog above, we provided options and details for Split VPN and WU update models.