I know from my own experience and testing that using the same sprite to draw multiple objects is less effecient because you're using more calls to say,
set Position, set Scale, set Rotation, and 'set' many other properties prior to the actual Draw. It's all extra crap that isn't entirely necessary. It looks like an OK thing to do until you're drawing thousands of objects to the screen. At this point the CPU cycles start to build up.
Using multiple sf::Sprites in a container might use a bit more memory, but all of their properties are contained right there in the sf::Sprite instance. Less work, particularly in a tight loop.
It doesn't always matter though. Sometimes if a class is using the same image/texture and isn't drawing that much then using the same sprite is ok.
It's a bit of a trade-off.