In the future we'll be moving (where possible) to the same method File Explorer uses to copy files, since it seems some network drivers/hardware (or possibly the OS itself) just can't buffer file transfers properly unless the data is given in a very specific/arcane way.
(A consequence of this is that almost everything in every program, other than file copies done via CopyFileEx, will be similarly slow if the hardware/drivers/OS are affected in this way. It's just you don't notice because things rarely report performance numbers for operations like opening and saving files.)
In the meantime, this thread has some things you can try which may speed things up:
(Edit: Changed link to go to the start of the thread.)
The copy buffer sizes/thresholds in Preferences / Miscellaneous/ Advanced are the main things you can tweak that can affect this, at the moment.