Yes I know about this one as if you remember in the beginning this problem was bad.
Its dependant on the players connection speed, his NetSpeed and whether the server is connected to the MasterServer or not (DoUplink=)
What I did over time was drastically improve the way this information is replicated to the client and there is still room for improvement although trying to tight code a replication is difficult to say the least.
Several things I have noticed and some reports I've had regarding this is whether you join a server via the UT2004 Browser or whether you join via and external Browser like AllSeeingEye, GameSpy, UT4Monitor etc.
People using an external browser seems to get a far better connection and much faster replication than people using the supplied UT2004 Browser and is possibly the reason I never see the problems you guys often get as I never ever use the internal Browser
I still have to proove that the built in browse disables when you are online playing and although Epic say it does, I would still like some sort of proof and it may be the sole reason why so many people get lag, bad pings and a zillion problems.
During the days of UT1, no-one, well very few people used the internal browser.
With UT2003, the ratio was about 50/50 and with UT2004 its now approx 90/10.
Today people need a 3gig CPU - top of the range graphic card, lotsa memory etc etc to play UT2004 -
makes you think dont it