Agree. I see the same behaviour regardless of method used to switch between rigs. There's some caching going on that improve the switching along the way, and it seems there's room for improvements in future firmware. The KPA should at least load and prepare all slots in the currently selected performance for use, as well as groups of 5 or 10 of the numbered slots in browse-mode.
Great idea maybe, prep any presets that have midi program change numbers assigned so they load faster.