I'm impressed by the level of 'anecdata' on this thread, it has surpassed other clipless threads in short order. The one coming closest to accuracy is GrasB but his level of cycling, and those he references, is so far beyond most of us, and always will be, that comparisons don't mean much. If that's the sort of cyclist you are, or have ambitions to become, then you need all the kit. As usual Norm gives some realworld data and admits that it's not possible to refine the exact contribution from the pedals.
But then we have the real gems - I was particularly taken by the explanation of clipless shoes having stiffer soles, then road shoes stiffer again but, but best of all, road specific pedals having a larger platform. Hmmm, for pedal efficiency you need a larger platform that is a rigid as possible...now what does that bring to mind???
I also love the idea that clipless aren't just more efficient but they are SAFER as well, that actually made me chuckle.
Most of us, definitely including me, have nothing like the physical attributes or mental dedication to maximise the potential of even the most basic equipment. This is pretty much true across all sports/hobbies and the lower down the food chain you are the less performance you are able to extract from kit.
Use whatever you want, spend whatever you want(I do), but give the marketing nonsense a rest as a means of self justification.