Inertia and bicycle wheels related to wattage and time
Are there not many other factors involved here? If you reduce the thickness of your rim then won't it flex and cause you even more energy loss, at least a much as the possible difference in Kinetic Energy? In any case, you don't lose all that KE; it's returned when you slow down.
Also, a 'special' thin will cost more for a start and then need replacing sooner as it will be more vulnerable. Unless you are v. rich, this is also a factor.