Go Monitoring, Logging, and look at the logs with Live logging while reproducing the problem.
Hopefully, there'll be an indication of what's taking so long in the log.
Also, check out the connectivity verifiers that are created when you set up a farm, see if they indicate any sort of problem.
Finally, go get TMG BPA from http://www.isabpa.com/ and check there are no actionable errors in it.
The key differences between a Farm and a single box publishing setup are:
- farm load balancing (by cookie or by source IP)
- connectivity verifiers
- ability to specify different nodes as part of the same farm
Also, if the farm isn't configured identically, or you don't have the right affinity options selected, that could contribute to the cause.