How large are your files? Have you measured the performance on linux?
What happens if you disable all plugins?
edit: Have you seen this effect with your own builds? If you see this effect on your builds then can you add some stop watches to measure the time to open an editor? Unfortunately profiling on windows requires proprietary/commercial tools, so it is not as easy as on linux.
edit2: What happens if you comment the Colourise call at the end of cbEditor::InternalSetEditorStyleAfterFileOpen? On linux the performance improves 3-5x with this call commented. (src/src/main.cpp opens for 26msec without and 122msec with on wx28, wx31 is similar but a bit faster).