That doesn't matter at all. The only issue with airplay is if it could not handle the HD bitrate. But apparently you have proven that it can.
The only question then, is how good is the quality of the stream from directtv. I cannot help you with that question
But just because it is not downloaded prior to playing should have no effect, unless your internet connection is super slow or drops out a lot of course. But cable download speed is more than sufficient. I suspect DLS is fine too, though I have never tried it.