[Edited to reflect that SSL may not need to be disabled]
As noted in the comments, it looks like this is because of SSL setup time, and particularly sequential SSL time. If you have significant latency between the search head and indexers, you'll see this. When using SSL by default, Splunk sets up connections to each indexer sequentially (though once set up, the searches run in parallel of course). It is possible to set up connections in parallel. You should do this by setting:
On the search head limits.conf:
[search]
multi_threaded_setup = true
Additionally, in versions of Splunk 5.0.3 and older, and possibly in more recent ones, the SSL implementation would not work reliably with multi_threaded_setup enabled. (This is why it is not enabled by default.) So in those, you will have to disable SSL between the search head and indexers. In newer versions, it should work okay, but the fix has not been thoroughly verified. if you run into problems on the newer versions, you should try without SSL also. To turn off SSL properly, you should set:
On the indexer server.conf:
[settings]
enableSplunkdSSL = false
On the search head server.conf:
[general]
useHTTPClientCompression = on-http
On the search head distsearch.conf:
[distributedSearch]
trySSLFirst = false
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