Nope it is the same on the roadster, coupe and M derivatives. It increases the amount of throttle at any given point on the pedal compared to when sport mode is disengaged.
What you will probably find, is that because you are hurtling along faster, your steering inputs yield a bigger response. Giving the impression something has changed in the steering department, but I can assure you the steering is completely unaffected.
Edit - Foot out of mouth! It appears the electric steering non-M's do see a change in the steering. Sorry chaps!