The age old question - tapping or shorting.
I have tested both and could not see any difference in output power at the 1KW level doing either. The commercial amps all short the coil.
The problem with tapping it, as Johnny said, is the Tesla coil effect. If you plan on more than two bands with a bandswitch, it will probably arc over the bandswitch with the path from 40M to 160M. On 20M and higher, the problem is even worse.
I think the corona effect loss and the shorted turn effect are a wash and show the same loss no matter which is used. I use the shorting method on all my amplifiers here. I have felt the shorted part of the coil and felt a small amount of heat with Q's of about 12 overall. I do see the logic you stated for the transformer windings analogy.
If you are manually tapping without a bandswitch, the tapping method is best, but you will need to isolate the coil from everything around it well when tapping the higher bands. The sustained corona at high power can sometimes be seen with the lights out and is a power loss in itself.
** The solution is to use plug-in coils to eliminate both problems. As one well-known amplifier builder once told me, "World-class amplifiers use plug-in coils".
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