There's now no shortage of Linux distributions that support Secure Boot out of the box, so that's a mostly solved problem. But even if your distribution supports it entirely you still need to boot your install media in the first place.
Hardware initialisation is a slightly odd thing. There's no specification that describes the state ancillary hardware has to be in after firmware→OS handover, so the OS effectively has to reinitialise it again. This means that certain bits of hardware end up being initialised twice, and that's slow in some cases. The most obvious is probably USB, which has various timeouts as you wait for hardware to settle. Full USB support in the firmware probably adds a couple of seconds to boot time, and it's arguably wasted because the OS then has to do the same thing (but, thankfully, can at least do other things at the same time). So, looking for USB boot media takes time, and since the overwhelmingly common case is that users don't want to boot off USB, it's time that's almost always wasted.
One of the requirements for Windows 8 certified hardware is that it must complete firmware initialisation within a specific amount of time, something that Microsoft refer to as "Fast Boot".
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