Magic kingdom is the only one with a real show. I believe the other parks might have characters come out to greet you but that is it.
The magic kingdom show is, in my opinion the perfect way to start your day.
It's not a high production show but really introduces you to the fantasy world you will be entering.
As for lost strategic opportunity.
In order to watch the show you kind of have to be in the middle of the square at the entrance to really appreciate it.
So while no one can enter the park while the show is going on, by watching the show this way you arnt right up to the entrance gates so you won't be at the front of the pack when the park does open.
This is a minor issue unless you ate trying I hit the mine train first thing in which case it can add some time to your wait in line.
But really isn't a big deal. Watch the show
This is the perfect opportunity to take a step back from uber planning and just appreciate what is in front of you.