There certainly is a speed, where a disc wheel is not worth it. But before that, you should go from Tri-Bike to road bike.
A disc wheel might be 400g or heavier than a comparable shallow rear wheel. If the rider/bike/Food/spares system weighs a rather low 80kg, that is a saving of 0.5%.
So that is the amount of power you are likely to save on a steep climb (300W vs 301.5W).
On everything that isn’t sub 10mph, you will save far more than that with the disc wheel.
I don’t think, that there is a single iron man/ challenge course in the World, where a rear disc isn’t the fastest option.
Lighter wheels are only faster on straight up hill climbs in time trialing.