There are different types of kicks. Some are designed to use the re-chamber and some are designed to step through. It makes a difference, which one you do. If you are doing a kick that is designed for a re-chamber, you body is in a different position than if you are doing a kick that steps through. The kicks work differently. The important part is to follow through correctly, for the kick you are throwing. If you throw a re-chamber type kick, and then don't re-chamber... you are asking for it to be caught, but more importantly, you will be off balance. If you throw a step through type kick, and then re-chamber it... you are not on balance and would not have proper structure. Both types of kicks are aware of the catching option, however, both defend that in different ways.
And yes, you can throw a full power kick and re-chamber, without sacrificing speed or power... provided that you are throw a kick designed to be re-chambered. If you are losing power, when re-chambering, you are either doing it wrong or you are not throwing the type of kick you think you are.