Hueves, Welcome.
Yes, I've noticed the same thing. Don't forget that in this mode, Lr is not just importing, but also doing the CPU intensive conversion routine as well.
If I have a big import, and a turnaround crunch, I tend to skip the DNG conversion at import. When the rush is over, I'll do the conversion after the fact, when I have the time.
Tell us more about your system, and the relative timings, and perhaps we can tell you more.