The observed difference is mostly likely related to the fact that Headers and Footers (as well as Footnotes, Endnotes and Comments) are shown in separate RadRichTextBox instances. As headers and footers are only supported in Paged layout mode, I presume this is what causes the delay in your case too.
Nevertheless, if you believe the issue might be document-specific or related to your setup we would appreciate if you open a support ticket and attach the respective document/ sample application which we can use for troubleshooting. I also suggest you review this help article
Overall, we try to improve the performance of the control as much as possible and are actually working on some improvements which should be released with the upcoming Q3 2013 release. I hope the provided optimizations will fit your needs.
Let us know if you have additional comments or concerns.
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