No.
Theres no such thing, both players have equal running speed regardless of what instrument they are using (Roller Skates, Running Shoes, Bicycle).
There are just name (Ethan and Lyra respectively) and design differences between the Boy and Girl characters as per programming in the HG/SS game, and none other.
Source: Restarted my SoulSilver game as a girl, and then again as a boy. Did the same for BW2, no speed difference.
Another fact is that if this was true, everyone would use the girl is speedruns, but they don't. In all Pokémon WR, the player uses the boy character because it is the default one. Which means he can just spam the A button to go through the intro.
Hope I helped!