That’s not quite true. They do have different limits than regular Lambda functions, but you can certainly make requests to arbitrary hosts. The documentation puts it like this:
> Functions triggered by origin request and response events as well as functions triggered by viewer request and response events can make network calls to resources on the internet, and to AWS services such as Amazon S3 buckets, DynamoDB tables, or Amazon EC2 instances.
Although as you say, whether that ends up reducing latency in particle depends very much on your use case.