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tcpdump captures packets as they enter and exit an interface. iptables can prevent traffic from exiting a system, but cannot prevent other systems from sending packets to an interface.
In other words, iptables rules in the OUTPUT or FORWARD chains can block outbound traffic (so there will be nothing for tcpdump to capture), but cannot affect the capturing of inbound packets.
Incoming packets will always use bandwidth. There's nothing you can do about that, short of blocking them at an upstream router.
To which extent blocked packets will consume CPU resources, depends on the design of your iptables ruleset. The earlier a packet hits a "DROP" rule, the less processing power is required to process that packet.
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