They seem to have edge servers around the world. Even here in South Africa, I got idle latency to be 27ms so it must be somewhere in the country. This is from running networkQuality on a MacBook Pro.
In the case of tool built by Apple, running on Apple client hardware, against Apple remote server, that would be "1st party", not "3rd party".
Apple traffic is also heavily prioritised nowadays. They want to avoid huge updates having to be redownloaded I expect. Apple TV would be another reason.