We had a day 3 transfer as we didn't have enough eggs for them to be confident they would grow on to blasties.
My understanding (Someone correct me if I'm wrong) is that ideally it is considered 'better' to have a day 5 transfer with a blastocyst than a day 3 with an embryo.
In terms of 'losing' emryos, if they grew them on past day 3 in the dish and they didn't survive etc, I'm pretty sure that means that if they were in your uterus then they would have a very minimal chance of survival there also.
If they don't make it to Blastocyst stage in the dish the chances that they would have made it inside are fairly similar.
Hope that makes sense!?
I believe the sucess rates are higher in those who have a Day 5 Blastocyst transfer - FYI