I looked this up. Not playing max coins on a video poker machine will usually give the house an additional edge of about 1.5%.

On a 9/6 Jacks or Better video poker game, when you're playing with perfect strategy, that means the payback percentage reduces from about 99.5% to about 98%. This is quadrupling the house edge, or the amount of money that it costs you to play the game.

So yeah, the advice about always playing maximum coins on a video poker machine is exactly right. Always play max coins on video poker.