If you are referring to the quote he has on his website he is not talking about governors in general but the GV1 specific.
Jason Krouse says a fast servo wont help with a governor
The TJ-Pro, RevMax & RevLock have a special mode in which the frame rate is higher for digital servos. The GV1 doesn't have this. This has nothing to do with how fast the servo is but with how fast it can accept a new position command.
Also you can install the fastest throttle servo in the world and will have no effect on the performance of the GV-1
The response time is the time the GV1 takes + the time the servo takes + the time the engine takes. If we forget the response time for the engine for a second and only look at the GV1 and servo there is no reason to stop improving the servo speed once this drops below the GV1 response time. It is still the sum of the two that counts.
That said the real question is how fast the engine can respond to throttle changes. Most people only think of opening the throttle but to prevent overspeeding the throttle must be closed. I've never proved this but it is my gut feeling that an engine responds faster to closing than to opening the throttle. So depending on the throttle response it might be the case that a fast servo helps when closing but not when opening.
I've never seen figures indicating how fast an engine can increase/decrease power so whether or not a fast/digital servo helps is pure guessing for me.