Tony,
I had the same problem with my Midjay. After some inquiries about the delay, I was informed that the reason for this is because the Midjay is "Hard Disk Based", meaning that everything has to be loaded off of the hard drive after you hit the start button. Also, the more files that you have in a folder, the longer the delay because the Midjay has to search longer for the file that you want to load, even though the delay was in the form of nano seconds, it is still a delay that was noticeable to me. Hope this answers your question.
Wally