[dba-SQLServer] For Performance - Leave Connection Open?

In access, I can open and leave open a connection to the BE to noticeably
improve performance.

I'm starting to use SQL Server as a BE (Access mdb as FE), and one of my
clients will be connecting to a BE on a server in the US while they use a FE
in Asia.  So, should I have the same practice in this system?  In this
particular case, there will be a limited number of concurrent users -
probably 5 at the most.

Thanks!
Dan