What bal00 is saying is, ping and lag are not directly related to your amount of bandwidth (speed), latency (ping, lag) depends on how fast a bit of information can travel from your computer to its destination, it doesn't matter if your connection can push 100kb or 1000kb thru the wires per second, what matters is how fast 0.001 kb can move from point A to point B disregarding the total amount of information you're sending.
About replays being laggy, LFS in multiplayer mode has a maximum rate of 6 position updates per second, and most servers run at an even lower rate to save bandwidth. This means a multiplayer game can basically never be as smooth as an offline game, provided cars move fast enough so their movements cannot be covered by these 6 updates per second. UF1's tend to jerk around less, BF1's tend to jerk around more.
As for movies being smoother then your mpr's, this can be the result of picking out scenes which doesn't lag too much, or a bit of frame blending or blurring to cover up tiny amounts of lag. Movies also run at a lower frame rate then the game which could also cover up small amounts of lag.