Bees do not heat the hive, They heat the cluster. A winter cluster of bees is constantly moving Inner bees generate heat, outer bees act as insulation, they change places continually. so from that stand point hive size is irrelevant.
Weather you take honey or leave it is up to you. People keep bees for different reasons, If the honey does not matter to you, then leave it for the bees. It is wise to ensure the stores are of sufficient quantity and arranged in a location so the bees can access them without breaking cluster.