Us old folks reminisce about the olden days when you would hit a button and the corresponding character would appear on the screen immediately. A lot of old custom built ERP or POS software would be impenetrable for a new user with incredibly cluttered text based user interface BUT there would be no latency. You cannot get that snappiness anymore, despite modern computers being several orders of magnitude faster.
Hardware
Back in the day, the keyboard was attached to a dedicated DIN port, most definitely not plug and play. The processor would be yanked out of whatever it was doing to tend to keyboard input whenever signals came in on the serial port. Today there is a Universal Serial Bus that contains a lot more distributed decision making and plug & play. Devices announce their presence, and there is a whole ceremony to ensure that the correct drivers are in place, the processor gets to deal with incoming traffic when it chooses to. Great for the overall smoothness of the experience using the computer, but for keyboards you usually get latency. Gaming mouse and keyboard manufacturers work to reduce this, but fundamentally USB means latency.
Operating systems
Back in the day, the software would run on a DOS machine, an OS so lightweight it barely qualified as an operating system, you mostly talk directly to the hardware as an application developer. These days, your process is waiting to be told by the OS when a user has typed text in your app. The process not only sounds complicated, it IS complex. The operating system will first have to make sure the correct thread is currently running, and then deliver the keystroke.
Applications
In the before times, the application would receive the keystroke, confer with its internal state (am I in a menu or am I in a text editor? Was this a special key, like a function key or similar?) and then immediately render the character on the screen if appropriate.
Today, all kinds of things can happen. Are you editing a word document on Sharepoint – or using Google Docs? In that case your keystrokes go to the cloud first. Bonus points, no save button, but also – massive legacy on an order of magnitude greater than that USB malarkey. Also – either app, sometimes even text boxes in the OS – will spell check words if you press the space bar or stop typing for a bit.
As developers we are aware of intellisense, I.e. predictive text for developers. Yet another order of magnitude of latency, because the developer tool has to sort of recompile large parts of the app underneath your fingers. Even though the app tries to be clever about doing as little work as possible, you can imagine how insanely much more work that is, compared to writing a character to a screen in text mode.
A possibly redeeming factor is that while personal computers in the olden days had a single thread of execution, literally doing one thing at the time, in the modern world these distractions can happen literally simultaneously to your typing, so the latency is not quite as bad as it could have been.
What to do?
I suggest you go ask the people most keenly interested in low latency, I.e. gaming. There will be tests online you can peruse before picking a keyboard. Your operating system may offer you tweaks to prioritise UI responsiveness in its scheduling, and you can switch off interactive features. You can run Linux in text mode with tmux. Or, you can just accept that the days of snappy UIs are over and let the computer go off and do its thing like an otherwise faithful dog that only listens to a subset of commands.