The fact the Apple Pencil has a momentary lag between writing and the screen responding hasn’t been discussed much in reviews, perhaps because the lag isn’t a big deal. It’s also infinitely better than any competing technology, such as Wacom tablets. Put simply, those who use input styluses are used to this kind of thing.
What you might not know is that the lag on the iPad Pro 9.7in, at least, varies between apps. Some apps are significantly more responsive than others. This was discovered by composer, pianist and videographer Stephen Coyle, who filmed himself with a 240fps camera writing on a 9.4in iPad Pro with the Pencil in three different apps: Notes (built in to iOS), OneNote and Notability.
We won’t spoil the results for you, suffice to say that Notes is the most responsive. The video is below. It would be very interesting to see these tests repeated on the larger 12.9in iPad Pro, and with a wider selection of apps.