This might not be the case usually. It might be that sometimes AWS RDP (Remote Desktop Protocol- used to connect to an instance remotely) may be slower which might be because of the location of the server.
It depends on the region where the server is located, if you connect to the server in mumbai region, the connection may be faster compared to the server in a US region.
Check the region where the AWS server and GCP Server is. This will make things more clear for you.