The largest straight line distance across the US is 2802 miles (Florida to Washington), according to the internet. That's 15 light milliseconds in a vacuum. That's roughly a frame of delay at 60fps. You need to multiply by another 1.5 to account for the speed of light in fiber, and fiber doesn't go in straight lines, but at the same time datacenters and users are unlikely to be literally as far apart as possible, so let's pretend those cancel out.

You don't need to be across the world for it to matter, just across the continent.