At the end, you do get more force (from the torque). But in between, you have a lot hanging on the screw and when it comes to friction, you get no advantage. FWIW, it comes up a bunch. A lot of people do that and many prefer it, especially if they have heavy routers like the 611.
Stepper motors are kind of goofy in that when you go faster, they resist the current more. There’s no problem when the steppers are moving slow enough, or with a high enough input voltage, but if you are moving fast, with 12V, the steppers will resist the current enough that the drivers will basically be saturated, sending all 12V to the steppers, and at that point, you will start to lose torque (at the motor shaft) and the friction can be enough to skip steps. It is fine at lower speeds.
The reason I say 2.5mm/s is because a conservative value with a 4 start is 10mm/s. Many people go faster than that, and the weight of the router will be smaller for your motor, so you can probably go a bit quicker. It is easy to test though. Just send some moves from the top to the bottom, and increase the speed until it skips. Then back it off enough you’ll be confident to not skip steps again. Ideally, put this new setting in the firmware as well as CAM so you won’t accidentally skip steps when a nice workpiece is in the machine.
TL;DR: Either slow down the Z or get a 24V PSU and you’ll get good torque.