I have a jockey wheel with the nose weight incorporated in it and there is no difference in the indicated weight when the steadies are lowered using a drill. I am sure that would change if the steadies were to be screwed by hand. Incidentally the type of thread used in the steady is of a type which aids ease of use when supporting loads when being raised, i.e. old type vehicle lifts etc. I usually leave the jockey wheel down but release the nose weight on the spring in the jockey wheel by raising it just enought to indicate no load but still contacting the ground.
I have caravanned since 1968 and I have only seen one steady collapse and that was at a rally with twelve people in the van!
Alex