When a data set requests an image it queues the images for download during the next collection interval, which I imagine is 1 minute on your installation. Unfortunately there isn’t any way to speed that up at the moment.
It should get faster with 1.8, because changing the images required will send a “collect now” message to the CMS, which will download the new images.
Seems like a module that pre-downloads all of the images first and then selects from them randomly would be a better approach here - I believe there is already a feature request for that: Random Images Slideshow