It's interesting that you ask this, because I have taken notice of this phenomenon before. In my experience, I would say no.. but I honestly do not understand why. I have a problem feeder ball python, and he has gone off feed for months at a time, shedding multiple times with zero meals. My KSB sheds every 6 weeks like clockwork, and hardly eats as often as he sheds.
So really, they don't seem to gain any weight at all if they shed and are not eating, but they still shed for me at a similar schedule.