It really depends on the domain, if someone specifically is looking for the name you have, it wont really matter if you have your webpage developed at all or not, because he just wants the domain.
In other cases, if you have for example a big videogame webpage and someone wants to buy it, it's probably because he wants the whole thing, so in that case having already a website up and running, could earn you extra money.
My advice is that your websites have a direct relation with your domain name, so in that case gets more valuable for people who are interested in it.
Cheers!