Mount natively in macOS
> why does it take so long to copy [...] out of a dmg
Compression mostly. DMG contents can optionally be compressed using zlib, lzfse, or slow as molasses bzip2.
Also Gatekeeper.
Disk images are supposed to function as if they're attached storage I think, and have different properties from what FS you're running on boot or your home folder (which themselves can be different, I run my home folder on my main Mac off a NAS via iSCSI). I'm not sure any underlying FS would avoid a copy operation there in general?