The supercharger has a bypass valve, which opens and closes based upon engine vacuum.
Fuel economy would be reduced, if the supercharger was not bypassed under light throttle, which creates high engine vacuum. The bypass recirculates supercharger air output, back into the air input of the supercharger. When the bypass valve is open, you create little or no boost.
So, under light throttle, the throttle butterfly is nearly closed, a high vacuum is created, which opens the bypass valve. When you put your foot into the throttle, the throttle butterfly opens, causing a loss of intake vacuum, and closing the bypass valve on the supercharger, which then creates boost.
Disconnecting the vacuum line on the supercharger would cause it to create boost all the time, reducing your fuel economy.