It is more efficient to have a ship moving with cargo than without, but that doesn't mean there aren't additional emissions. The ratio of profit to effort is just higher because there is some profit as opposed to none. You wouldn't load a ship up with useless mass you can't sell just so you're shipping something.

Your argument is like always running the heater in your car because that way the engine heat is at least used for something. Yes, technically the efficiency goes up because more of the energy in the fuel is harnessed. But that doesn't mean the fuel usage or emissions are any lower, and in the summer the heater doesn't do you any good either.