I have a Wald basket on my gravel bike and its not a big deal in the wind - unless its loaded. But attaching any bag other than one of those super large saddle bags will affect your aerodynamics. Seriously, baskets are super awesomely practical.Well, that's the usual problem with building up bikes - you never know if you're going to like it or not until it's built and you've clocked some miles on it.
My biggest issue now is the rear guard. I'm tempted to buy a cheap set of full guards and butcher them to try & fit over the rear tyre. Or just go down the 650B route. The brake bridge is the limiting factor.
Wald basket doesn't seem very aero, and I sometimes have to battle 30mph winds for almost 2 hours on my way back home .