Hello,
When you have reasonable differential output, with low CM component) and a good differential input with good CMRR, and good supply rejection, I would not see the common-mode feedback effect.
When the common mode level of the output is supply dependent and there is some supply dependency in the ADC as well, yes, then you are right, having a twist in the signal path may result in different power supply rejection behavior. You should try this to see what connection is best