AFAIK there is some buffer inside the AEX. Initiating connection and buffer causes a small delay (1-2 seconds), on my new AEX.
Furthermore, the network speed of g is 54 mbit max, or 55296 kbps. Most music is encoded at 128 or 192 kbps which is more than well below the max speed of a g network. Even if there is a factor 10 overhead, it would still fit. And you don't solve the problem of a slow network with a buffer (how to play a 4 minute song if it takes 5 minutes to transfer?)