They wouldn't do it if it were noticeable. We're dealing with tenth of a second times or less, faster than you can start typing, but enough to give your mind the impression of a more responsive UI.
Perception matters more than fact, because perception is fact to a user. Look at the chart below describing user reactions to a progress bar in a scientific study:
Those were the perceptions of the users of how long those operations took, although they all took exactly the same amount of time. Simply changing the behavior of a progress bar can make a user THINK the computer is doing something faster or more slowly. Specifically to this article, people thought Vista copied files more slowly than XP (even though it actually copied them faster) because 1) the progress didn't start until 12 seconds into the copy, making people think it took longer, and 2) the progress bar slowed down at the end as cached data was written, which makes people think it took longer. The SP1 "fix" for slow Vista file copy was only a change to the progress bar behavior. It didn't speed up copies at all.
Apple has historically concentrated on the perception of UI performance, while Microsoft usually concentrated on clock performance. That's a main reason why Apple's UI is better. These aren't tricks or illusions, this is simply engineering that accounts for the fact that perceptive and clock time are not the same. Apple software is usually designed for the way our minds work, not how fast a clock ticks.