This is pure torture if you were last using your phone in landscape mode when you shut off the screen. Which I do. Very, very often.
Just testing it right now on my Desire - from unlock to loading Go SMS, it takes 4 seconds, then pressing Home to load to the MIUI Launcher took another four or five seconds. The worst culprit was loading the Recent Apps interface from landscape, which took 6 seconds.
When you're used to near-instant, that feels like an eternity. This is literally the only problem I have with MIUI right now.