I find the speed problem too. As a few have mentioned, its partly browser cache, but also I believe the server is checking your login date/time against the threads updates (You'll see the thread font change). The more threads you haven't read. the longer it should take - but will be a function of bandwidth.
I'm pretty sure that login/thread read details are stored on the server, as I check the forum messages at home in the evening (when the Antipodean Pentaxians are on line), and at work during my morning tea break (when the US/European Pentaxians are on line). In both cases, the last login is updated and the thread markers change independent of the PC I checked it on.
However, as my work PC is faster (current generation and faster network) vs my home system (not dual core
and lower bandwidth), the work system always runs faster.