That video is classic LTT; interesting idea terribly executed which leads to incorrect conclusions. The latency difference doesn’t matter to humans, but wired is faster.
How can they be? Assuming you're using a usb dongle, the interface is exactly the same. Only the wireless has an extra wireless path in the connection.
There's just no way it can be faster, only equal or slower.
*At least, LTT put out a video as such some years ago. Regardless, if you like wireless, BT is a bottom of the barrel solution.