Well its an odd comment from my perspective, its nothing complicated, you could simply leave a bios on defaults, install windows, touch nothing, and play with the min cpu speed setting, and its a very visible thing to see. I have literally onserved this on probably dozens of machines, and AMD even deliberately have their min cpu speed much higher than Intel as they themselves noted the same problem, they even said in a video somewhere I watched a few years back the reason they have higher idle clocks than Intel, is they would be slowing down the machine with no practical gain.
The reason for this is quite simple, there is lag between when the load increases and when there is a reaction to that load to increase the clock speed.
So the only thing I can conclude here is if you are not noticing this (on intel cpus), then maybe you just not sensitive to it, to many people the only performance they care about is peak performance (basically benchmarks, encoding performance, frame rate) which isnt really affected by this, its transitional performance thats affected, so the speed of things whilst the cpu is exiting an idle state.
But I dont know if your comment was aimed at the 800mhz behaviour or the c-states behaviour. I think its fine for you to say "I dont notice this myself" but to say "there must be something really really wrong" means you kind of suggesting what I am saying is impossible, which I think is wrong.
Speedshift was also developed to mitigate this problem that you said must mean "something is very wrong". It accelerates the transition between p-states reducing the lag.