The shorter connections could lead to faster rise times though, right? I.e. less capacitance or inductance interfering with getting the field gate charged up?

And the main loss with switching transistors is in the intermediate switching states where it has less than its "full" resistance.

Makes sense, I also doubt that they haven't minimized resistance to minimum already.

You're correct. Dynamic power consumption depends heavily on frequency, but it's definitely more of a limiting factor than static power consumption which as I understand it (I'm also not an expert) is mainly important for things like low power microcontrollers.