Why is it faster to establish the connection? Does it re-use the authentication from the existing ControlMaster too, so you skip the handshake? Seems like it could be dangerous if you're not careful. I guess that's why you can configure it to use `ssh-askpass` for conformation (which, btw, is missing on macOS these days).
The other neat-looking directive that I've never tried is `ProxyUseFdpass`, which tells OpenSSH to expect a file descriptor back from your `ProxyCommand` instead of using stdin/stdout. I'm not sure why it exists, but it feels like it could be a performance optimization. Particularly for `scp`. But I've never actually run into a performance problem using `ProxyCommand` so shrug?