Do wheeled coolers sacrifice ice retention compared to non-wheeled ones?

Yes, they do — but not by much, and probably not in a way you’ll notice. The wheels need cutouts in the insulation, and the lid seal is less efficient, so a non-wheeled cooler of similar quality will keep ice a day or two longer. For a beach day or tailgate, the difference is negligible; for multi-day backcountry trips, pick the non-wheeled model.