I've noticed issues as well on my MacBook Air when the key repeat is set to maximum.
If I run ST2 fullscreen on an external monitor at 1920x1080 (using the ST2 inbuilt fullscreen) then when I move the cursor left/right (with no scrolling) in approx 2 seconds it moves around 30 places. CPU usage of Sublime is about 50-70%.
If I run ST2 fullscreen on the in-built screen at 1366x768 in 2 seconds the cursor moves about 40 places. CPU usage appears to be similar.
I've tried messing around with the anti-aliasing, highlight line and caret config but this does not speed it up.
MacVim and Terminal don't show any slowdown.