Yes, but it's not quite as simple as that: you have to compare
like with like. Undoubtedly, if one were comparing two arms (fitted with the same cartridge), otherwise identical but for one having a detachable headshell, it's almost certain that the one with a fixed headshell would sound better, for the reasons you describe.
However, if one were comparing, say a Jelco SA-750 (with detachable headshell), and a Rega RB300 (with a fixed headshell), the former *could* produce superior performance simply because, detachable headshell aside, it could be overall the better arm, as let's not forget that there's rather more to the design of a good tonearm than simply the headshell arrangement - bearings for one thing...
Also, you have to consider that some cartridges, notably low-compliance ones, such as the Denon DL-103, chuck a lot of energy into the arm, and so in that scenario, a 'lossy fixing', such as a detachable headshell, can actually be beneficial.
That's one of the reasons, convenience aside, why pretty much every Japanese arm made has a detachable headshell.
Yes, the Japs tend to be types who own many different cartridges, and so that need is facilitated by using arms with detachable headshells, but they also know that, in certain applications (especially as they also tend to be fans of low-compliance cartridges), that 'lossy fixing' can be a good thing!
Marco.