Hard to discuss in a rational manner when you bring a subjective feeling to the table without actually pointing out solid examples that can be tested out.
First thing you need to understand is that you can't please both Greeks and Trojans. What is too slow for person B, is way too fast for person A. This is why Nexus is highly configurable - so you can customize it to your own needs and likings.
For instance, some people feel that Nexus is slow because it doesn't respond instantly to an edge activation bump - well, this is only so by default to help prevent a MAJOR source of complains for all docks which are *accidental* dock activations. The fact is that you can control how fast - or how slow - the dock responds to an edge bump in the Edge Bump Settings dialog. You can also configure a ton of other related settings there.
Others feel the pop up animation is too slow, or that the combination of the edge bump delay with the pop up animation is too slow. Again, you can configure how fast that animation plays in the General tab of Preferences - some people like it fast, others prefer it smoother.
Likewise, even the mouseover, launch, etc, icon animations generally have individual speed (and effect magnitude) settings that you can adjust to your liking.
The only specific example you provide above (launching an item requiring a second click) has nothing to do with responsiveness per se but sounds more like some other application is capturing mouse input and only releasing it to the Winstep application after the first click.
Try to find steps to reproduce this reliably so I can see if it is an issue specific to the Winstep application itself or not.