A default mediawiki install will link with every page load up to four 'empty' php-generated css files (Common.css, Print.css, skin.css, User/skin.css), plus a fifth (Handheld.css) disabled behind $wgHandheldStyle.
While small and easily cacheable, they produce a innecessary request on first visit and rendering lag.
The attached patch skip -at the cost of a regex (compiled once, executed three times)- linking to the three that are already in the message cache.
Unless the extra db query discourage it I'd also skip non-existant pages for the user css subpages.
Users viewing cached pages won't view the changes immediatly once the css is created, which is similar to the existing situation where the css page will be cached. If there's a caching proxy, pages served from it previous to the page creation won't serve the css. If it's really needed to show it immediatly, the sysadmin could purge its cache or add a configuration option, but I don't think such case would be common enough to make that necessary.