SQL Server AG - Is there any case for un-clustering prior to certain operations?
Yes they are correct it will increase the execution time. As the comments state though there is no measurable way to determine this unless you have a matched test/stage environment and try it both ways (which would also be a best guess since you cannot know latency and bandwidth of your network and the load on the nodes). 

I see this as the company asking you to trade HA and your time (adding the DB back to the AG) to save some indeterminate, likely small, overhead for their scripts to run faster. They better have a pretty good reason to trade that.