During peak dining times I don't think it's a good idea. It ties up the table on the server, and they could on tips for a living. To do it later in the evening (say after 7:30 or 8:00pm), sure!
I wouldn't do it unless it was a really special dessert..there are so many places, the bakeries and such in world showcase at epcot for instance..now if you want dessert..go there..yummy.
You will probably tie the table up a shorter period of time than someone ordering a full meal. If the restaurant is busy, your table will be filled after you leave with someone in standby or with a PS, so the server would experience more turnover which may have a positive result on the server's earnings (total tips).