Then the reviewer was probably wrong. The
official PicoDriveDS website says absolutely nothing about the external RAM speeding things up. It only says that it can be used to play large games by appending them to the emulator core. In addition, external RAM is slower to access than main RAM, so it doesn't make sense that it would speed things up. Personally I tested a game using both the filesystem method and the appended rom method, as I have a slot-2 Supercard that can handle both, and there was no noticeable difference at all.