I made a quite long post about this before, so I wont repeat the details, you can find them here
main upshot is that with general purpose computers there can be issues with jitter, as they don’t prioritise usb serial traffic (for good reason)
BUT this does/should not apply to hardware devices using things like micro-controllers (like the pyramid/hermod) , in this hardware you have much more control over IO timing and prioritisation.
similarly there is no guarantee that DIN will be better than usb, it may or may not be, comes down to how it’s coded etc.
so imo, id say generally the issue should not exist…( assuming its been programmed well!)
in practice, Ive not noticed an issue (but only had by hermod for a short time), and generally i dont going looking for trouble (so whilst I know how I could measure / test it, im not going to 
)
the cool thing about your E-RM, is that you can add latency offsets… ALL midi devices introduce latency, and unfortunately neither hermod nor pyramid have any latency compensation features.
(its not bothered me at all, but for those after really tight sync its useful)