As a studying engineer and figure skater, thought I'd weigh in... analytically, I cannot see any evidence to suggest an improvement in anyway by magnetising blades.
In fact, I dare say the process of doing so, would alter the process used in hardening the steel in blades, making them entirely too brittle... It may work for ice dancing where it won't have the huge impact forces of jumps, but then it'd be softer too, and the edges would be awful.
Consider the vast majority of magnets are made in a sintering method (powdered metal forming). The creation of magnets is done by aligning the molecular poles in a uniform direction. (this is why steel is magnetic, but tends to negate its magnetic field when not magnetised).
Personally, I would go so far as to say it might in fact make the blade worse. I can't imagine how many pollutants are on rinks floors or around the corner (how many of us have put the guards on and nipped over for a quick coffee at the cafe across the road?). If the blades were magnetic, it'd attract dust particles with magnetic properties very easily, dulling edges and causing rust.
As for an improvement, water molecules are polar, however, the overall force is so incredibly weak, that short of creating surface tension, it's insufficient to make any real difference to the beed formed between the blade and the ice.