Appservers do the delta calculation. There was this ‘edge processing’ setting back in 6.x that had the target process the delta but that’s long gone…
Depending on what you are gathering (eg, file contents), gathering across a wan will of course be slower than gathering locally. Not much you can do about that.
I’d start looking at db performance reports (eg, awr, addm, sql trace), and appserver os reports and see if you are running into performance issues w/ either of those before adding more job servers.