I'm guessing HTTP requests will perform better using curl or Wordpress wouldn't even try to use it. Is this true? And if so, what evidence (scientific or intelligent guess) is there that this is true?
WordPress will use curl if available and it is first transport choice, that is preferable to other supported methods of performing HTTP requests.
There is plenty written on merits of using curl and that's not really specific to WordPress. From the top of my head I've read Requiring cURL in Your PHP Library recently.