I believe they're referring to the DNS servers. The closer they are to the user, the faster a DNS resolution happens.

A good provider will have different locations across the world, and users connect to the nearest datacentre. The free DNS some domain registrars offer is, sometimes, hosted at one single location. If the server is in the US and the user is in Europe, you're adding 80-150ms to requests. If they use "anycast" servers, the user could connect to a server 1-20ms away.