They probably mean faster as in transmitting data more quickly than with lower frequency. The EMR travels at the same speed, but you get more throughput.
It isn't uncommon to use verbiage where speed is associated with frequency rather than the speed at which a wave propagates across a distance. I'm not saying we should say things this way, but that it is not uncommon. (Consider the audience. It is the general public who does not have such well founded notions. Again, not that they shouldn't, but here we are)
But waves do travel at different speeds. In fact, different frequencies travel at different rates in different media. Only the speed of light __in a vacuum__ is constant. Which is pretty rare. So rare that even space doesn't have a pure vacuum, though 1 hydrogen atom per meter is pretty close if you ask me.
There's nothing wrong with saying that blue light is faster than red light, in context, it obviously means the frequency. It might be better to specify, but in many contexts that isn't necessary.
But you can't say that blue light travels faster than red light, because that's obviously wrong.
Well raise my rent.