Why is it faster? Presumably because SQL Server database engine and/or JDBC driver are a lot more efficient than MySQL.
We do not have any benchmark results for this, but we have noticed a CONSIDERABLE speed improvement for a particular application of one of our customers after he had migrated it to SQL Server. The application is very large and includes a number of operations that has many rules with database access.
He used some inexpensive tool to perform data conversion from MySQL to SQL Server.
We then started to play with some of our smaller applications and speed difference was very noticeable, especially when displaying query results.