That is a good point. If I ping the router 2m away from me in the airbnb (on Ethernet) I am staying in I'm getting 0.8msec. If it is really 0.4msec over some kind of consumer wireless, it is physically inside the phone.

I think more likely got something wrong with the units; System.Net.Networkinformation.ping reports in whole seconds (so this is ~400ms) for example. Maybe it is some weird tool or typo.

Yes, as well as DSL lines, 56k modems, and whatever else you can use to connect to the Internet.

Yes. And you can see it in action by using a "public looking glass" service and typing in an IP address to see which ASN (autonomous system number) announce it and who they peer with. Your mobile operator might even be operating one.

For example, go to https://lg.he.net choose BGP Summary IPv4 and plug in a well-known anycast address like 8.8.8.8 (operated by Google) or 1.1.1.1 (operated by cloudflare) and try a few different routers in different parts of the world, and you will see lots of different neighbors claim to be directly connected to these addresses -- something that should be very strange if you thought (for example) that an IP address had a geographic location at a particular point-in-time.

You can also try this for some of the addresses in this range and see that some of the addresses are like this.