Meanwhile on Windows 10 it sometimes takes 2 seconds until the start menu pops up, or sometimes a full second until a right-click context menu comes up. On a clean Windows 10 install on a 3.4GHz PC with plenty of RAM :)
I do everything with a full Debian VM which I SSH into from a Javascript SSH client running in Chrome. This is generally much more performant than doing things in the Windows 10 shell.
For the start menu, I'm guessing this is either hard drive latency or network latency. The network latency can be particularly bad if you have an intermittent connection, like when you connect to a mobile hotspot on your phone from a moving train, the start menu can hang for minutes. It would literally be faster to reboot the computer than to wait for the start menu to popup.
I think it doesn't display if your profiles take less than 500ms to load.
EDIT: Just tested with a clean profile with the line "Start-Sleep -m xxxx" for various values of xxxx, and the message has shown up with times just above 500ms but not below.
I don't think so; I didn't explicitly do anything. I have a Lenovo and they put all kinds of crap on there, so maybe this had something to do with it, I dunno.