Winged stage will not have enough kinetic energy at cutoff to allow it turn around and fly back to launch site, and landing it at the ocean takes building and operating a whole aircraft carrier - too expensive (and probably harder to safely automatically land than the way they do it now). So, that winged stage would have to redirect back to launch site the way SpaceX does it now - using fuel. And, it will have to always do it, not having the option of ASDS launch, severely cutting the payload on GTO and other high energy trajectory missions.

For RTLS launches, it would do approximately as good as their current approach, the fuel for landing burn+legs will approximately weight as much as wings and wheels. But would definitely cost more to develop.

A winged stage also having a jet engine, allowing it to fly back as a powered airplane, not a glider, would solve both issues, and will whole lot more efficient than current SpaceX approach for RTLS, and about as good as ASDS, but a lot, a lot more expensive to develop. They would have to become an aircraft company in addition to being a rocket company.