Hi Roy,

I can confirm your observation using the standard 'bin/janusgraph.sh start' from the full janusgraph distribution.
I just used the the gremlin console with:

:remote connect tinkerpop.server conf/remote.yaml session
:remote console
a = 3

Although there is no logical reason for it in hindsight, I checked whether the delay was not due to class loading in gremlin console, using:
export JAVA_OPTIONS='-verbose:class'

I can also confirm that the delay does not happen with a non-sessioned connection.
I can also confirm that the delay occurs for the gremlin server and gremlin console of the Apache TinkerPop distribution (version 3.4.8).

I guess the initial delay is due to the additional overhead of sessions as described in:
https://tinkerpop.apache.org/docs/current/reference/#sessions

Best wishes,     Marc