I haven't used that one in particular, but the fastest one I've tested (out of 5 or 6 apps) is called Intercom.
Any time you load store facing apps, it's going to slow down your site. But that's not a bad thing. If the help helps conversions and sales (the main goal of an online store), then it's worth keeping.
1) Optimize as much as you can with your theme and images (you can use the Shopify Analyzer to find any issues).
2) After optimization, if your site is not as fast as you think it should be, analyze your apps to see if there is anything you can remove or conditionally load (chat app you probably want loading on every page, but for a non-chat app, if it's only needed on product page then use Liquid code to only load it on the product page).
My website speed is as good as it will get without starting to loose functionalities, I'm happy with how it is, I've got over 90+ score on page speed insights.
I wanted to use the Shopify Chat because it's easy and integrated - plus it has Apple Messages chat. But turning it on messes my page speed by a lot! I wouldn't mind if it got me a couple points down but a 35+ points drop is a huge amount.