As well as the optimisations mentioned by famousactress, note that it's common to run Redis (or other in-memory databases such as memcached) on a separate server anyway. So there's already some network overhead but it tends to be small enough if the content is small and everything's co-located.
Right, but I assume the commenter was more curious about the presumed multiple-network-accesses usually involved with a cluster which proxies to some other node to satisfy requests would do to the overall performance of the system... which is a totally reasonable question/concern.