That is so untrue. What are you talking about!?
PCI-express is much faster than the late AGP, PCI and ISA buses, you get over 15GB/s from one GPU to an other one. SATA and SCSI have had a good run, but are being remplaced by PCI-express for high throughput devices. In clusters, Infiniband decreased latency massively compared to ethernet, and gives you bandwidth of over 100Gb/s.
So surely, the interconnect is a factor slower than devices, but that's pretty much always has been the case.