I'd been hoping someone would make a statement like this so we could have a more detailed discussion. The problem is that low-SHBG guys cannot "burn up the supply faster" because the limiting factor is the rate of supply, not the rate of clearance. That is, I've seen no evidence that the rate of testosterone absorption from an injected depot is affected by one's SHBG. Yet this absorption rate is the primary driver of the apparent serum half-life of testosterone, as opposed to the consumption side, in which the effective metabolic clearance rate is directly influenced by SHBG.
Consider this analogy with two tubs of water, one draining into another: the upper tub of water represents an injected depot of a testosterone ester. The lower tub of water represents testosterone in the body. The lower tub has a decent-sized drain opening that represents the testosterone being metabolized and eliminated. The upper tub has a small drain leading to the lower tub. In each tub the rate of flow out of the drain is proportional to the height of water in the particular tub. SHBG represents the size of the lower tub's drain, larger for low SHBG, smaller for high SHBG. The point is that this does not affect the upper tub's slow draining, which is what sets the apparent serum half-life.