That's not a valid generalization. Yes, if User A, User B, and the server are in a hub city, such as Dallas, then the difference could be small in either dire

That's not a valid generalization. Yes, if User A, User B, and the server are in a hub city, such as Dallas, then the difference could be small in either direction. But if user A is in San Francisco, and user B is in San Diego... then routing through the server in Dallas is almost always going to be significantly slower. So if latency is a concern, and you want to route through your server, you need to now cover the network with servers. That's a big deal.