Faster load switching is more of a test of the output capacitance and decoupling than the regulator's control loop and this especially applies to point of load regulators.
Ah yes, definitely a good point. I'm thinking there's a cross-over point where further increase in slew rate does not do much to test the control loop.
It is not difficult to switch a load fast enough to control the slower control loop. Anything faster just tests the output capacitors.
Considering a power supply might have a loop bandwidth of ~10KHz, that puts the transient reaction time in the order of ~100us to even "recognize" a perturbation on the output.
Linear regulators optimized for high speed, which means they can use lower output capacitance, can respond in several microseconds. Switching regulators have a more difficult time because of the added lag of their output inductor and may use hysteretic control which allows for relaxed frequency compensation for improved performance.
Something else to consider is the impedance of the output capacitor and transmission line impedance between the regulator and load. The highest performance designs use AC termination at the source or load or both to suppress resonance between the transmission line and decoupling capacitors. This is where certain combinations of output capacitors and decoupling capacitors cause excessive ringing.
Since this occurs between the capacitors along the transmission line and does not involve the regulator's response, faster load switching is required to reveal it.