From the test-code from Jens:

/*
* Splice from network to pipe. Currently splicing from a socket is not
* supported, so this test case demonstrates how to use read + vmsplice/splice
* to achieve the desired effect. This still involves a copy, so it's
* not as fast as real splice from socket would be.
*/

This is why I got that impression (not that I have test it myself, yet).