Does finer input data lead to a better model accuracy?
My experience with the WRF is in tropical cyclone simulation, but here are some things to consider:


Smaller scale information might already be resolved in your higher resolution initial conditions, improving the spin-up time of effects you are trying to model
I believe the ECMWF resolution has been statistically downscaled from a 0.75 degree dataset, I might be wrong on that one though. That would mean that your 0.25 degree is just some interpolated data 
Some models perform better than others in specific regions
Higher resolution is not better if your parameterization is wrong
You can find caveats of specific datasets here: PSD Gridded Climate Datasets.