This video shows that it takes around one second to move the window "Run" from the primary monitor to the monitor where I used the task bar to launch it: http://www.youtube.com/watch?v=ZkxxQAu1kCA
I experience this delay in all my applications (unless DisplayFusion doesn't manage to move their windows).
I believe it should already be faster than 1 second, so it's possible that the DisplayFusion Windows Location queue is getting filled up and causing the delay. Could you send over a debug log using the instructions below?
Enable debug logging on the Troubleshooting tab (set it to Logging: Important Only) and click Apply
Restart DisplayFusion
Reproduce the issue (please note the time so I'll know where to look in the log file)
Attach the DisplayFusion.log file to this topic (can be found by clicking the 'Open Log' button on the Troubleshooting tab)