Hi Michael,
By default, Grid will need to maintain the previously performed actions (like sorting, filtering, etc..) after performed the paging. If you were performed sorting before the paging, then (while paging) the Grid will sort its whole datasource again (based on the maintained sort query) and take the records from the newly sorted datasource for the new page (to maintain the sorting). So, this time delay will occur while occur.
Regards,
Seeni Sakthi Kumar S.