You are clearly speaking from the perspective of someone who is not a musician. If you're the one playing the keyboard, you really do notice and suffer from a lag in response on the order of 10-20 msec. Buffering in the computer doesn't help; you'd need the buffering to happen in your brain. Yes, you can train yourself to deal with it up to a certain point. It's like playing as part of a live ensemble split between two sides of a large stage. You are focusing on the path after the signal enters the computer, forgetting that the human brain is on both the input and output side. The musician needs what the ear hears to be in sync with that the hands play.