It didn't do it to me when I played last year (that I remember) And my friends are telling me it doesn't do it to them.
I use a regular ol keyboard. Adjusting Graphical or audio settings doesn't work. It's not really a graphical thing.. it's not a frame rate lag, it's my PC or the server doesn't process rudder commands in real time. Rudder commands in open world are delayed like 2-3 seconds, which as the quote above says, is a pain for minor course corrections and at a long distance can put you significantly off course. All other commands are in real-time, my sails, my scope, clicking on ships at sea, etc. Its the rudder only and it's only in open world. It does not do it during a battle instance