This work explores how force feedback affects various aspects of robot data collection within the Extended Reality (XR) setting. Force feedback has been proved to enhance the user experience in Extended Reality (XR) by providing contact-rich information. However, its impact on robot data collection has not received much attention in the robotics community. This paper addresses this shortcoming by conducting an extensive user study on the effects of force feedback during data collection in XR. We extended two XR-based robot control interfaces, Kinesthetic Teaching and Motion Controllers, with haptic feedback features. The user study is conducted using manipulation tasks ranging from simple pick-place to complex peg assemble, requiring precise operations. The evaluations show that force feedback enhances task performance and user experience, particularly in tasks requiring high-precision manipulation. These improvements vary depending on the robot control interface and task complexity. This paper provides new insights into how different factors influence the impact of force feedback.