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Re:GitHub Pages with a custom root domain is slow by shawnz on Tuesday May 13, 2014 @04:58PM (#7740665)
I believe the reason is that the *.github.io hosts point to a CDN rather than just having a single A record, and it is only when going through the CDN that you bypass the "neutering". Regarding your second question, it seems that github issues a warning if you do that:

https://news.ycombinator.com/item?id=7738913

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