Shaving 15-20% off a dérailleur doesn't make much difference, and as long as we're talking short cage they'll feel the same in use. However, this is somewhat deceptive because shaving 20% off every component in the gruppo shaves 20% off the whole gruppo, and that can be noticeable. This is why upgrading single components to reduce weight is pointless, unless it's truly a monumental step up. And some parts of the D-A gruppo are functionally different, like the STIs and brake calipers. The crank is nice although I personally prefer the FSA ones.

I'm not sure what the magic number is, but personally I don't think the $500 difference is a lot of money, so I see no reason at all not to slap Dura-Ace on from the start. If it were $1000, would I still do the same? Maybe not. YMMV.

Keep in mind that a weight reduction of even 20% may only make a small difference up a hill. But it will make this difference up every hill, every time. The more time you spend pointing the wheels up a hill, the more it will matter.

My different bikes also have different uses and intents. I'm building a TT bike over winter and it will probably have Ultegra, mainly because the courses are relatively flat and short, so weight isn't as important to me as on a road bike that spends maybe 10% of its time on level roads. If I want to do a hilly tri I'll take the road bike, it seems like a better tool for the job in that case anyway.