Which sensors and controllers is this observed on?
IIRC, it was originally observed with the MOTEC & L1H1/L2H2 series NTK sensors. If memory serves, these are the ones that run with a constant heater voltage, instead of a closed loop control.
More recently tested on my AFX Powerdex with the LHA series sensor. The Powerdex does use a closed loop heater control. But, it is not nearly as tight as the ones used for the Bosch sensors. It works with an intermittent pulse; rather than a constant AC signal to measure the Nernst cell impedance.
This is probably because the NTK sensors have a MUCH higher thermal mass than do the Bosch sensors. Also, as I mentioned, the NTK sensors are relatively insensitive to changes in temperature.
The pressure sensitivity is present in both NTK setups. I could run cal gas through the sensor rig and put my finger over the exhaust port, just enough to slightly affect the flow, and the Lambda reading would deflect significantly. This does not happen nearly as much with the Bosch devices.
So, any setup that has a variable exhaust back-pressure at the sensor will be affected.
This is one reason that I don't recommend the NTK sensors. While the Bosch sensors are temperature sensitive, temperature is being regulated. Without some kind of pressure sensor feedback, there is no way to control for the pressure sensitivity of the NTK sensors.
As for response, while most Bosch based controllers have a response time of 80ms-150ms, The NTK based systems usually test at about 250ms-450ms or longer. The Powerdex seems to be one of the fastest of the NTK based widebands.