dnsreport question

I've checked one of hosted site's dns settings via dnsreport.com and got this warning:

WARNING. The parent servers (I checked with e.gtld-servers.net.) are not providing glue for all your nameservers. This means that they are supplying the NS records (host.example.com), but not supplying the A records (192.0.2.53), which can cause slightly slower connections, and may cause incompatibilities with some non-RFC-compliant programs. This is perfectly acceptable behavior per the RFCs. This will usually occur if your DNS servers are not in the same TLD as your domain (for example, a DNS server of "ns1.example.org" for the domain "example.com"). In this case, you can speed up the connections slightly by having NS records that are in the same TLD as your domain.

I was wondering therefore, if it's worth the trouble of creating another dns zone on .net TLD, instead of .INFO as it is now, to act as a nameserver for our other domains. I do feel our sites respond somehow slow, but I don't know if this is related to this warning. ?(
 
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