You're talking about shutter lag, usually associated with AF. This is also present on non-digital cameras to some degree depending on make/model. My Oly D490 has very little shutter lag (next to no shutter lag when compared to so many other cameras). I believe either (or both?) Steve's and dcresource mention shutter lag in their reviews.
What you don't get with the smaller cameras often is fast shot-to-shot times because of small buffers - and of course the slow speed writing to flash.
I'm waiting for the day where I have 6000x4000 (approximately) with a full-frame (exact size of a 35mm frame) CCD. Writing to disk, not flash. And of course Nikon. :)
Bruno