It can depend on the type of fixtures to some extent – if you are using things that rely on bulbs (vs LEDs), they may have awkward response times, particularly when going from totally off to on.
That said, if you think there is something wrong, please send us a Bug Report from the Help menu. Along with your project file, try to describe your setup in as much detail as possible so we can try to recreate the situation on our end. If possible, perhaps compare against the response time from any other software that you might have access to that can send DMX.
Typically it is recommended to use a wired ethernet connection for DMX / ArtNet whenever possible. If you are going to use WiFi, it helps to have a wireless router that isn’t handling any other significant network bandwidth (I suspect DMX / ArtNet pros would tell you to use a dedicated network switch / router or direct crossover connection so that other network traffic doesn’t get in the way even with wired connections?)