Banking into the live engine create's "Zero sideslip" .Anything you can do to reduce drag will increase performance.
Quote from AC 61-21A P237 FAA Flight Training Hanbook
"Flight tests have also shown that the high drag caused by the wings level,ball centered configuration can reduce single engine climb performance by as much as 300 FPM,which is just about all that is available at sea level in a non turbocharged light twin."
Banking at least 5 degree's into the good engine ensures that the airplane will be controllable at any speed above the certificated Vmc,that the airplane will be in a minimum drag configuration for best climb performance,and that the stall charecteristics will not be degraded.Engine out-out flight with the ball centered is NEVER correct.