Unfortunately, this is inherent to .NET, the language in which the DM Client is written. This was a design choice by Microsoft and is not something we have control over. 

The first time you launch the client it may take a particularly long time to open; this is due to it downloading applications you have access to and it may not take as long on future launches. If you are given permission to access new applications, or if applications are replaced with new/different versions then they will also have to be downloaded which could add additional time to the application opening.