I am not 100% sure how the cakebaked pallet works. I assume that it generates the information in the Alexa On Device Activity Node without going to cloud and then your Node Red flows would act locally based on your utterance.
The only Alexa skill that might use an AWS server I use is so that Alexa won't go searching the internet for what I just said and just performs a wait. That's described later in that thread.
Therefore, the actions aren't waiting to go out to their servers and back before performing.