Assuming you're referring to soldering an electrically isolated thermal pad to the copper, there's no electrical benefit to soldering either electrical contact onto the heatsink. There might be a mild thermal benefit, but it's probably insignificant compared to getting the thermal pad soldered down. If you're using an isolated LED then it really doesn't matter, but if the driver is not isolated you're probably better off not making an electrical connection to the heatsink at all (except possibly connecting it to chassis ground if you have such a think in your device).