Why does digital equipment have more latency than analogue?
I assume you are not alluding to a deeper philosophical discussion about information, power and entropy, but you are just interested in the practical aspects.

Very simply put, digital circuits need to measure input, digitize it, run it through some kind of processing and then transform the output into an electrical signal again. Digital circuits cannot directly manipulate analogue electrical signals. You inherently have extra latency because of signal conversion.

You can stop reading here if this answered your question.

From a more philosophical/physical point of view, in almost all circuits you are actually not trying to manipulate electrical energy (that is what power electronics does), but you are trying to manipulate information. In this case, technically it is not at all true that analogue is faster than digital. Why? Well, analogue signal paths are nonorthogonal information processors: there is no such thing as a perfect opamp or a perfect buffer, everything has parasitic effects that you need to filter or otherwise get rid of. Especially at very high speeds, it becomes a real problem even to build a wire that reliably transfers a voltage. Digital processing decouples the electrical aspect from the information: after it has digitized its inputs, the signal exists as a very pure form of information. You can then manipulate the information without having to think about the electrical nature of it, and only in the end stages you need to convert it back to an analogue state.

Even though you are penalized with two conversion stages, in between your ADC and DAC you can employ many processing tricks to speed up processing speed and usually vastly surpass the performance of any purely analogue signal processor. A great example for this is the revolution of digital modems in cell phones, which now operate at very near the theoretical limit of information processing (tens of pJ/bit energy requirements), whereas not very long ago purely analogue GSM modems required orders of magnitude more silicon area and I think 5 or 6 orders of magnitude more processing energy.