It's because Dalaran is floating above 4 zones and all their tilesets are getting loaded into memory. If I go there on a fresh load/log in at Dalaran then I'm usually in and running around NP. However, if I am flying around Zul'Drak and teleport to Dalaran it usually takes my mages client (I run 3 mages on one system, and tank/healer on their own systems so they are unaffected) quite a while to become responsive, and even longer for me to be able to move around town reliably.