Quite simply - it shouldn't. My *.gdb response rates are very fast with local *.gdb's. I wonder if your *.gdb is corrupt? One way to test is create a new file geodatabase on disk, copy/paste some feature classes to the new *.gdb. What is the response rate? Also, are you accessing your *.gdb's on a network?
This is also a great diagnostic tool - ArcGIS Diagnostic Monitor - you can use in ArcGIS Pro to see what response times are with all kinds of inputs/outputs - click CTRL-ALT-M to open it. You can read more about it here.
