That is a good point. If I ping the router 2m away from me in the airbnb (on Ethernet) I am staying in I'm getting 0.8msec. If it is really 0.4msec over some kind of consumer wireless, it is physically inside the phone.
I think more likely got something wrong with the units; System.Net.Networkinformation.ping reports in whole seconds (so this is ~400ms) for example. Maybe it is some weird tool or typo.