couple things
I think there are a couple things at play here.
1, the app is slow
2, many use the "current location" function, so any query for the info (all of which has to come from the phone) has to enable location services for the weather, confirm location, get weather, ship that info and all the canned info to the watch.
3, many have the app settings to enable location "only when in use" and the location services may not be getting location info regularly, so it's an on demand ad-hoc get, which slows down #2 even more