A few months ago I asked the MS devs why their default WSL terminal felt incredibly responsive and they replied with a ton of details.
You can read the thread here: https://github.com/Microsoft/console/issues/327
You can read the thread here: https://github.com/Microsoft/console/issues/327
EDIT. Doh, forgot the link.
Linux is no different. Gnome terminal has a ton of input latency compared to xterm. It's like night and day. A lot of graphical apps in Linux have added input latency just like Windows. It's due to layers of UI abstractions and frameworks (the same as Windows but different UI toolkits of course).
That links just shows that VSCode and Atom are both horrendously bad for input latency on any OS.
It's noticeably worse than ubuntu.exe in terms of input latency but has better features for screencasts (ie. hotkeys to adjust font sizes).
Last week they released a version that supposedly removes 30ms of latency which sounds very promising, but the author didn't create a Windows installer for it yet.
With msys2, pacman -Syu then pacman -Su will update your minty to 2.9.9, which according to https://github.com/mintty/wsltty/issues/145 should include the 30 ms patch.
It feels quite smooth to me, but I haven't done measurements