If you want to run a pruned node but have the storage capacity to download the whole blockchain it is indeed much faster to download the whole blockchain and then restart bitcoind in pruned mode to do the pruning afterwards since it is constantly being pruned during the download process otherwise.
Have you actually measured that? If it's true-- it's a bug. the pruning should delete a whole blockfile at a time (128MB) and shouldn't take much time at all. It's totally plausible to me that there is a bug here, but I've not noticed it myself or heard it reported before.