Pattie is spot on!!
As usual its a balance if you are looking at claptoning. The finer the wrap the better it performs. E.G. quicker ramp up and ramp down which is a good thing. But as stated its more nooks for gunk! A plus in one aspect but a negative in another.
If you planning on making your own coils and wires it can be very rewarding and enjoyable process so changing and creating is not an issue for me anyway. I imagine for many though they will find it tedious and would rather concentrate on other things.
If you are interested in digging a bit deeper in building there are so many youtube videos to guide you.