I wouldn't change it just for performance, I don't think you'll notice the difference.
BUT, if you're changing gearing anyway and want a cool chain (like the DP red or gold) you might as well switch it to 520. The DP 520 chain is stronger, lighter and far superior to the stock 525 chain.
I run nothing but DID ZVM, this time I put on a 525, only because I had a set of 525 sprockets. It was close to $200, but it is absolutely the best chain there is. Next time I'll go 520, because the price is about 1/3 cheaper. I guess because 525 is kind of oddball. The difference is the 525 is 1/16 of an inch wider. Strength is pretty close.
I bought mine from Alex at Kyle Racing Engines. Good guys, good price. Got it in 2 days.