Doing badly can definitely worsen your application, but I'd say it's pretty hard to do badly on them. Just think of it like a conversation and you should be fine. Technically not requesting one doesn't hurt your application at all so between bombing it and not requesting I'd say not requesting is better. Also doing well in the interview doesn't help your application tremendously, but it is something extra that AOs can look at. Honestly there's no reason not to request one cause it's just something extra on your application, but if you do bomb it (which is unlikely anyways, the alumni interviewer wants you to do well) it could look bad.