I've read that if the terminals are bridged using the usual stamped and plated brass stock, you'll get better performance running your wires to the HF side.
Personally, I did hear a noticable, if marginal, improvement bi-wiring the VR4JRs. I think it depends a lot on the set-up and upstream gear. If there is a difference, it may not be worth the added expense of the addition wires, but I had some wires laying around so it didn't cost me anything to try. These are the only bi-wire capable speakers I've ever owned, so my response is based on very limited experience.