In theory, power saving mode for cabled NICs is only used for disabling the card if no network cable is plugged in.
This shouldn't cause any issue with MSSQL during normal operation or any change in the NIC performances.
It's not impossible that it could some issue if you're using a clustered solution, specifically it could cause the NIC to have some delay in the node coming up if the load balancer doesn't maintain connectivity to that NIC, but that's all I can think of (and I'm not sure how likely that is: I have never encountered a clustering solution that does that kind of things, I just can't rule it out).