Hey Will,
No we decided not to for a few reasons: we were told: "Technically you may experience very minuscule increases in speed just due to the fact that the server would be in closer physical proximity to your CRM, however this is negligible and would most likely would be undetectable in comparison to your current data centre. As stated before, the main advantage in moving data centres in keeping your data in the same region". Also we were told we would loose the history/stats on the email sends. So we saw no benefit to change.
Hope that helps.