The talk at Clojure West wasn't given by myself, but I found it worthwhile linking. Rather it was given by someone who independently picked up my research results and replicated them in the context of ClojureScript (https://github.com/bendyworks/lean-map). The authors independently confirmed the performance improvements of CHAMP over HAMT that I was observing.
Why should that be the case? Can you point to sources where you read that? In my experience, CHAMP clearly has advantages over HAMT in this scenario.
To answer your questions about using vectors of coordinates of keys: it depends on the design implementation of the vector's hash code, regardless if you use HAMT or CHAMP.
Using collections as keys in other collections is in general a performance sensitive subject. The available HAMT implementations in Clojure and Scala fail to deliver here.
The case study in Chapter 3.7 nests hash-sets into hash-sets (i.e., Set.Immutable<Set.Immutable<K>> sets). The CHAMP implementation yields minimal speedups of ~10x over Clojure and Scala due to the way it calculates and incrementally updates the collection's hash code.
You can also have a look at the JVMLS'16 talk (https://www.youtube.com/watch?v=pUXeNAeyY34) for a high-level overview of the work that is covered in my thesis.