When you choose this action in the process (Attach Request) it will run the default query that is assigned to the REQUEST business object. Go into Business Object Designer and identify which system query you have set on the REQUEST business object. Then open this in Query & Report Designer and test it to see if it performs equally badly when run directly. Consider tweaking this query criteria and page size etc.
What version of SD are you running as I recall similar issues from people in the past so wonder if it could be a bug as well; but we will need to know what version you are running first.