I've split your post off the general feedback thread for the 3.5.3-beta1 thread, since you're not just giving feedback but also asking for closer examination, which will create responses / a discussion, so a separate thread seem more suitable. I hope that's okay...
Are you reporting about option switching on a headless server? If so, this is because client and server need to synch whether the option you selected on the client is available on the server. If it is not, then the setting reverts to the last successful match between client and server. I'm not happy with this either, and I wish this will improve in the future, but this is a first implementation (we did not have headless servers before beta1 at all).
If that's not what you are reporting about, another possible reason for menu lag is texture compression. Do you have texture compression enabled in the options menu? If so, try without, and report back whether things change to the better.