You're right! My mistake here was in translation, as the Dutch name is "koolmees", which literally translates to "coal tit". I've edited the post title
The general idea is correct, but since we're dealing with electronagnetic waves, they travel slower in any medium. So pumping out all the air of the room would technically make your wifi faster.
Liquid oxygen has (I think) a refractive index of about 1.2, so it would make the signals 20% slower (still very fast)
That would be a "zwarte mees" or "black tit". I guess that's a fitting name as well