I had the same thing happen with a site that did searches for, lets say hotel deals (not really but same idea). At the time expedia and all of the other competitors searches took a while with a loading page displaying for several seconds. But since their data was pulled in and cached locally the searches were as fast as any normal page load. They thought it seemed too fast compared to the industry and that people wouldn't trust it. So we stuck in a transitional loading page that lasted a few seconds.

As long as the client is happy, I suppose...