I dont think thats true.
All of my games are installed on the external HDD (the xbox one makes that your default unless you select otherwise I think) and all load faster now.
If that is true then the XBOne is using older SATA connectors or sloooow HDDs. It is pretty much common sense, an outside port is ran by an inside port it is impossible for it to be faster. SATA handles much faster SSDs so it is not the choke point that would only mean it is a slow internal HDD
If I was going to get more/different storage I would get a 7200 RPM hybrid HDD and then turn the 500 GB HDD in the PS4 into an external drive. But for the most part the 5400 is sufficient