The answer is: yes.
Some things are more sensitive to bandwidth, and some latency.
If data from many different addresses is needed in a very short amount of time, but not much data from each starting address, latency matters more. If a lot of data is needed from RAM over a short period of time, bandwidth matters more. Not only can more data be transferred with higher speeds, but that also means that the RAM channels are spending less time being busy transferring data, meaning more time to change around open addresses. It's a balancing act.
But, most of the time, the CPU can predict what will be needed soon so well that neither speed nor latency matter, past a point, as almost all the data will be in the CPU caches, by the time it is first accessed (for most programs on stock-speed Haswell and Skylake CPUs, that point is around 1800-2000MHz).
Technically, 2666MHz at CL15 is both higher bandwidth and lower latency than 2400MHz at CL14, but the difference is minuscule.