Apple released a firmware fix that makes the Capslock key behave normally if it's remapped in OS X. However, I don't use OS X, and the keyboard doesn't send the event until after the delay (if I just tap the key quickly, Linux/Windows don't see anything), so I assume it's some combination of keyboard firmware + OS X.
http://support.apple.com/kb/TS1578 http://www.tow.com/2007/12/18/apple-wireless-keyboard-review...