Off the top of my head, some things to consider/check
Is it the same for all users or just some? If only some users, what might be different (VPN or mobile network connections for example)?
what browser (I recall that Chrome was deemed to be faster than IE for example)?
Is it only the 1st signon of the day that is slow? if they signoff/signon again, is it also slow?
After the initial slow signon, does aXes perform OK then? (That would discount any tracing accidentally enabled)
Might even be worth enabling tracing or getting a fiddler trace, which might show where the delay is