Ha... I asked the same question. The reply I got "Wet is wetter and dry is dryer." It's easier to clean a wet collection cup as the "nasty" doesn't get caked onto the side. However, in wet skimming it could take out some saltwater but if you do weekly changes it shouldn't be to bothersome. Again, keep in mind I have zero hands on but am a sponge and thus still researching.
On another note... Have you noticed a drop in nitrates since the fuge?