Yes.. you will lose functionality if you don't use the 'correct' units type. I.e., If you create a shared parameter for Load, and use Common/Number as the type, you won't be able to 'map' the parameter to the Load property on an electrical connector. However, as you found, if you use the Electrical/Power type, and schedule your components, you end up with a 'W' in your schedule.
If you want to 'hide' the 'W' suffix, you can modify the schedule's view properties, on the Formatting tab, select the property then click Field Format, uncheck 'Use project settings', then set the Unit Suffix to None.
HTH,
Martin Schmid, P.E.
Project Consultant
Martin Schmid
Product Line Manager
Mechanical Detailing and Electrical Design
Architecture, Engineering, and Construction
Autodesk, Inc.