Not much, I wouldn't think. The main reason for lack of sustain is energy loss. I mean, sure, there could be a little bit due to the construction of the string, but it'd have to be really faultily made to be significant.
EDIT: the best thing you can do, string-wise, is make sure you select the right gauge for the tuning and scale of the guitar, so that you can tighten it to a sufficient tension not to be too loose.