It does take up more space on servers, but nowadays memory storage is really really cheap, and it is no longer the sort of problem it once was.
On the other hand, leaving a message increases the traffic for the website, and many websites are ranked in value based on how much traffic they get.
More traffic means the website is more valuable, and has greater reach.
Now Free Republic doesn't advertise or allow advertising, but having as large of traffic numbers as are possible gives it more clout and possibly gets more people to pay attention to it.
So go ahead and leave messages! As many as you like!
This is great; thanks for explaining about the memory!