Step 1: Clarify what happens when switch is turned ON.
Electrons in wires already exist, but when switch is closed, an electric field is established throughout the circuit.
Step 2: Speed of electrons vs speed of signal.
The drift velocity of electrons is very slow (order of \(10^{-4}\) to \(10^{-3}\,m/s\)).
So electrons do not move at speed of light.
Step 3: Signal propagation.
The information that current should start flowing is carried by electromagnetic waves (electric field + magnetic field) travelling through conductor at nearly speed of light.
Step 4: Conclusion.
Hence appliance responds immediately because signal travels very fast.
Final Answer:
\[
\boxed{\text{(B) electrical signal is carried by EM waves at speed of light}}
\]