The blurry background actually is pre-rendered so its not different than showing an image on the screen.
Apple shuffled around some code to show the blur and animate the preview windows at the top. That's where the lag comes from, inefficient programming. Apple has smoothed it out since beta 1 but some are still experiencing issues. Heck, sometimes Mavericks lags like that.
This is the only lag that currently disturbs me a bit. Its lagging really bad with 8 Spaces, several Fullscreen apps on two displays. Maybe there is a way to speed up or totally disable the animations when entering Mission Control.