Right! We obviously cannot perceive things in "real time" as they have to be processed, which introduces latency.
I'm not really sure from the article what they mean by memory. To take a computer analogy, I doubt all my experience is being constantly written to the hard drive, but it will be in RAM.
So to the extent that my experience temporarily exists and persists in working "memory", then sure... But how could it be otherwise?
That would be a sort or another of an illusion, as long as we stay within the realm of we can reason about (and don't consider the possibility of you actually being a psychic).
You can have made a forecast based on an experience you already have and have developed a belief you are conscious of something future.
You can fall a victim of perceptual illusion - perceived time delay between 2 events can easily be influenced, even made negative.