So I didn't notice a cut out at 4k, I will test this explicitly this weekend.
I also wouldn't call the change in steering 'slow' IMHO it just felt heavier and more direct. I tried some abrupt changes of direction when I had the fuse out and I noticed no difference in my ability to get the car to change direction. However, this is also just how it felt for me. To add further perspective I already really like this cars steering and for me the steering fuse out was an improvement over fuse in.