If it's only happening on the first call, it might be .NET loading the Actipro assemblies required to support that language, of which there are six total (Shared, Text, Text.LLParser, SyntaxEditor, Text.Add-ons.DotNet, SyntaxEditor.Addons.DotNet). My guess is that's what's taking time. The only thing you can do to speed up assembly load time is to NGEN the assemblies. You can search the web for more information on that.
The CSharpGrammar is also being buit and compiled when you make a new language instance. But that should run pretty quickly and it would be happening on each language creation, so if you only see the slowdown the first time, then that wouldn't be a contributing factor here.