Yes. Same load/smaller area = larger stress (psi).
Interestingly enough, materials have greater specific strength the smaller they get - a microfilament of 4130 steel has an allowable stress similar to its modulus or about 30,000,000psi whereas a normal sized sample would yield 90,000 - 140,000psi (depending on heat treating and sample size).
The size difference of the 520 vs the 525/530 isn't statistically great enough to yield any strength difference. If the links are the same thickness and the only differrence is the roller width, then the contact stresses between the rollers and the sprockets would be greater (remember less area with same load = more stress) by the same percentage as the size difference.
IMHO this is all academic. If you like the "look" buy it.
If the mass difference is of concern, then all things being equal (material, temper), the mass percentage difference would be the strength percentage difference - you end up buying more sprockets and chains.
As in all engineering solutions, everything produced is a compromise - lower weight/higher cost/reduced durability. Still, I am constantly amazed at how much our $ gets these days, even in a Desmosedici!
Randy