> They iterate over one hash map in a linear way which is fast, but then they do a bunch of slow lookups like GP is saying.

Usually all but the most simple "systems" will need to access more than one component, which means you have a choice between a) store component data in regular arrays (and potentially waste huge amounts of space if relatively few entities have those components) or b) store component data in some kind of hash table (and then you use cache locality for all but the "primary" component of a system).