why the performance is very fast in expression rule when we click on test rule?

I beg to differ. They should be almost the same unless there is a difference in your inputs when you test it vs when you actually use it. 
It also depends on a couple of things like Internet speed, server memory, etc. 

Also, when you use it in interfaces, then there are a lot of other things that happen along with the rule which might feel lke the loading time of the rule but actually isn't. Like evaluating the saveInto and validations when clicking on a button and running a rule. 

I beg to differ. They should be almost the same unless there is a difference in your inputs when you test it vs when you actually use it. 
It also depends on a couple of things like Internet speed, server memory, etc. 

Also, when you use it in interfaces, then there are a lot of other things that happen along with the rule which might feel lke the loading time of the rule but actually isn't. Like evaluating the saveInto and validations when clicking on a button and running a rule.