I've lost potential bookings, but I have no way of knowing if it would have been an actual booking. Until a client turns up and pays, a booking is not a booking.
Any enquiries who say they can't meet residency requirements have always been replaced by those who can, or incalls, or I've used the spare time for something else.
I rarely receive enquiries from anyone surprised by the request, which I assume is because it's already on my profile.
I've also had quite a few clients tell me they found it reassuring, they felt it gave the impression that I am careful and take my well-being seriously.