You are conflating multiple things here. Marching through volumes for volumetric effects are not going to be made faster by SDFs generally because you need to

You are conflating multiple things here. Marching through volumes for volumetric effects are not going to be made faster by SDFs generally because you need to march through the videos from an eye ray and march back to the light sources while doing it. 2D signed distance fields are also different, since as textures, each shader fragment is still looking at the same pixels it would have seen before and is just able to do a little extra work with the values it finds to create sharp text.