I did some tests between HE, HE*, and lossless, and overlaid them in Photoshop to see the ACTUAL differences between each.
I found there is a difference in images between HE* and Lossless, but when Photoshop pointed out exactly where the differences were, and I looked at the images, I had a hard time picking the differences out unless at 200%, and even when I did, I wouldn’t necessarily say HE* was worse.
Then, comparing HE and HE* the same way, it was easier to see the differences. I could squint at a 100% crop and maybe say there is occasionally a slight contrast reduction in high-frequency details? But I’d have to have it pointed out to me, and the difference was far smaller than any other factor potentially affecting image quality.
I shoot HE now, and enjoy the small files, infinite buffer, and fast card downloads.