I did a similar analysis several years ago. The two fastest solutions that didn't involve writing lower-level code aren't mentioned: A specialized program targeted at the insurance industry called Emblem and Stata. If I recall, they ran as fast on a single system as RevoScale does on a cluster. Of course, comparing different benchmarks is fraught with peril.

The SAS performance reported is surprisingly bad and likely is a result of the data processing steps involved. A SAS procedure is much more similar to a program than a function. While SAS wasn't the fastest solution, most of its slowness was due to building the design matrix rather than running the actual regression. There are a number of options for both tuning how this is done and caching this preprocessing. The biggest different would be using SSD's on the machine which seems unlikely given the results.