And yet another one:
Before posting, please read how to report bug or request support effectively.
Bug reports without an attached log file are usually useless.
Can you try enabling logging and collecting some more information that might help Martin to understand what's happening?
It would be interesting if any other roaming profiles experienced slow loading times, as that would give credence to your initial suspicion that WinSCP may be at fault.
I can ask for a colleague to log to my computer to see to test if it is a profile issue – but he won't be able to install it as he won't have any administrative privileges for that box. He will open the version of WinSCP installed by me.