File copy times, yes, but not not always. Doesn't help when copying files between the RAID-0 and non-RAID-0 drives. Won't help with copying files from CDs/DVDs, external HDs or USB sticks and such. So really, how many fily copy operations do you usually do on the same drive?
Application load times? Barely, especially games are hardly affected. Seek time is the limiting factor here, not sustained throughput. From the few benchmarks I remember, there are only very few cases in which a RAID-0 cut application load times to any significant degree.
You can make the test yourself. Get a stopwatch, copy a game to a non raid-0 drive, measure the load time. Compare it to the load time on the Raid-0.
Edit:
RAID-0 is next to useless for application load times.
See here.