Think of it as a layered problem. If the bottom layer (CI) cannot keep up with the output of agents, then solving problems at a higher layer - like user experience checks - will be exponentially slower and less reliable. Kind of like how optimizing tight inner loops makes your whole program faster.
Uh, no. If stage X is the bottleneck, it's immaterial how much you speed up stage Y.
It's true because it usually makes no sense to QA test a build where the test suite has not yet passed.