Well the amount of data being passed between you and the server while you are sitting in the lobby is so miniscule by current standards, it's conceivable that even a slight boost in speed could wipe out the tiny bit of ping lag you were seeing.
Go to your Myth II folder and find your "myth_log" it is a text file. Copy/paste its contents in your next post. It gets overwritten everytime you load up Myth2, so make sure you did try to connect and then close Myth before copying the log.
Myth: 0
Myth II: 13
Myth III: 0
Marathon: 5