Do you have the option of running Sublime locally and then mounting the remote filesystem via sshfs or the like?
To @r-stein and @kingkeith’s points, SublimeText uses its own platform-independent windowing layer and things like Emacs etc. can take advantage of the fact they were built on and for slow terminal and X11 connections and use X11’s higher-level functionality, which was designed for your use case. Also, the graphical applications that seem so much faster to you have different psychology regarding what constitutes a feeling of latency, so that’s an apples-to-salamanders comparison.