Yeah the internal is fastest for sure, but the DF tests showed 5 second lag in one instance, in one game. I think the average across the 6 tests was closer to a 3 second improvement on a 25 second load time.
Which to my mind is negligible, compared to the difference between a disc and hd/internal install on Wii-U, and not something that should drive the Lego game to decide to split its data.