It seems that this is a Linux driver issue. I have Mac laptop running El Capitan, PiZero running latest Raspbian and another laptop with Ubuntu 16.04 and Windows 10.
I tested the adapter with all of these by pinging my router from the clients. Only Raspbian and Ubuntu has problems. With Mac adapter works fine, 0% packet loss and speed is great, same thing with the another laptop when testing with Windows 10.
But when I boot to Ubuntu there are connection losses and therefore packet loss (2-10%). Raspbian seems to work at the same level. Constant connection losses and therefore quite useless.
16.04 LTS has kernel version 4.4.0-24-generic, Raspbian 4.1.21+
So it seems that the adapter doesn’t work properly with linux but otherwise a its a great adapter.