DMX out refresh rate

The DMX timings used are listed in the Wiki here.

For SmartFade, Slow is 20Hz and Maximum is 44Hz

All the available DMX rates are much faster than any tungsten lamp could possibly respond, so if you're seeing a delay the DMX speed is not the cause.
(Some LED, strobes and mechanicals can respond fast enough or use smoothing algorithms that show the difference.)

My guess would be your dimmers have a "soft start" to protect the lamps (or internal electronics). This might be a timing setting you can adjust or 'lamp protect'/'soft start' setting you can turn off.

Or it might just be that you're running lamps that physically cannot warm up that fast - 60W domestic lamps respond a lot faster than 5000W theatre lamps.

(Edit - fixed link)