I made the code change and yes it made a huge difference in number of allocations (GetEnumerator()) calls vs not. Imagine this code is millions of times per second. The number of enumerators allocated is ridiculous and can be avoided.
edit:
We now invert control in order to avoid any allocations (writing to the writer directly):
https://github.com/SignalR/SignalR/blob/2.0.2/src/Microsoft.AspNet.SignalR.Core/Messaging/Cursor.cs#L36