What I am talking about is when you are working on a share and you DO hear that the block has been solved. That isn't recorded in rejected shares. It just goes away. Yes on an individual level you might solve the share at at exactly the right time and waste no hashrate. You have to look at the statistical probability, over time, to see that you are wasting it.
You don't 'waste' hashrate if this happens, assuming zero latency. As has been said, you don't 'work towards' finding a share. Your chance of finding a share is independent of the past, it is constant at all times. So there is nothing to 'go away' (this is exactly what is meant by whoever brought up the gambler's fallacy). By your logic, if the average time to find a share were significantly longer than the block time, you would have nearly 0% of your actual hashrate, which isn't the case.
Therefore, I don't see how it would skew the stats in favour of faster miners.