Slow Azure Image Recovery I have also tested and failed. the problem you have is the data has to be "copied" so this is why the recovery is slow. there is no other way around it, Veeam also seem to do this the same way.
once the VM is booted they then need to copy all the data into the vhd's the live server can then be spun up. like you say very time consuming and not good in a BC/DR scenario.