Hi,
Sorting on price is indeed long because there is a lot involved. It is REALLY complex to do it properly as you can have really complex pricing structure in Hikashop (several prices, for different users groups, for different minimums of quantity, with discounts, discounts which themselves can be configured in lot of ways, different taxes, etc).
If you want a fast sorting, use something else than price. For example, you could create a custom product field and enter the price there and then have your filter base itself on it instead of the normal price. You will see that it will be really fast in that case.