I have an RE20. Love it on sax but in a live situation, yes I'd use the HPF. Unless it's a bari sax or Bass Clarinet, is there anything close to the freq that is being rolled off? Yes you can use the HPF on the strip but why put any extra junk into the front end (I'd probably have both engaged). This could allow you an extra db or two front end gain (better S/N in the end). You shouldn't loose any warmth as below 80 hz is more like plosive booms and bleed from the bass & kick.
In the live arena I use HPF on just about everything other than Kick, Bass, Some keys and other bass register instruments (if the console offers variable freq HPF I'll even use it on these instruments but way down at 30 - 40 hz). It really cleans up your mix (better depth & distinction without the mud).
FWIW they weigh a ton and are huge (as I'm sure you know). Use a heavy weigh stand & boom and secure it well.
Just my .02 worth
John J.R. Bogle