Always no, often yes. Just think about copying about anything from/to HDD. Now let it take ten times as long. Game installations, torrents, everything. Currently HDD is often a bottleneck.

So we'll copy directly HDD to HDD?

Yeah, DMA makes it "not that bad" at first glance, but it's just a workaround (hdd to hdd) and you'll see that you need a workaround on workaround next to a workaround when you go that alley, instead of just getting just bandwidth.

In most regards, yes. Even at the best speeds possible, going over a wifi connection would be leagues slower.