In a sense, the closer the feet remain to the platform between the 2nd and 3rd pulls, the faster you'll be able to get under the bar - but if you really think about it, this isn't at all a hard and fast rule.
What limits speed under the bar is pressure against the platform - if the feet are still in contact, there is still the potential for there to be pressure, even if the athlete is attempting to squat under the bar. It doesn't guarantee pressure - just allows it.
If the feet are not in contact with the platform, there is no possible way for there to be any pressure, and consequently, this is the only way to guarantee maximum speed under the bar. Now, in reality, even if the feet do lose contact, they will reconnect well prior to the finalization of the turnover of the bar. But that still gives a window of guaranteed zero resistance during the initial pull-under.
When saying it's faster to stay closer to the platform, you have to make a distinction between the feet alone and the body as a whole. The feet can move independently of the body's center of mass. Think of it this way - I can do a standing vertical jump and move my hips 30" or so from where they are in a standing position - if my legs remain extended, my feet will also move 30" off the floor. However, at the peak of that jump, I can tuck my legs and get my feet another 2 feet higher - but my hips aren't moving any more than they did before. So in reality, even though it seems like I'm getting higher, I'm not.
Same kind of thing with a snatch or clean. What would slow a lifter down is the elevation of his center of mass higher off the platform than necessary, i.e. beyond where it ends up when the legs and ankles are fully extended and still in contact with the platform. However, what occurs in a good lift is that at that very moment when that full upward extension is achieved, the athlete pulls under the bar - so the center of mass is not elevated any further, even if the feet are pulled a foot off the floor in the process. (for good examples of ridiculous speed with unusually high foot elevation during the 3rd pull, watch video of Vanev from Bulgaria or our very own Aimee Anaya).
All that said, the real reason we don't want the feet floating any higher than necessary to transition them to the receiving position is that it's simply more time to get out of position and be ill-prepared to receive the weight - basically, more opportunity to misplace your feet.