This is the case, and it's a significant problem - especially for people who use Google's DNS server or OpenDNS
There is an experimental, but reasonably widely deployed[1] solution available though.
I'd be surprised if the first CDN cache server a client fetches github content from didn't inspect the end-user IP address from the HTTP session and redirect to a closer / "more optimal" point of presence if one were available;
That's pretty unlikely. The redirect is going to cost more than just serving the data (and of course there is no way to persist that redirect back to the DNS layer, so it will happen for every resource). "Media" CDNs (ie, CDNs optimised for delivery of large files like movies) sometimes work like this though.
HOWEVER, since Fastly/Github is doing Anycast, none of this should affect them.
[1] http://www.cdnplanet.com/blog/which-cdns-support-edns-client...