So I originally thought this issue had to do with GTX 950 and the initialization of OpenGL. Which is actually not the case at all.
For example,
"C:\Godot Builds\godot-master\bin\godot.windows.opt.tools.32.exe" "--path" "C:/Users/Test/Documents/1234"
If I run this when the editor is open, there is a 2-3 second delay before it opens up
However, now watch how fast the scene preview happens when the editor is closed:
It's instant.
You know what else I found odd. I switched from my GTX 950 to a 7850 AMD card, and the scene preview was instant when the editor was open. Is there any correlation? That's how it's supposed to be, but no on the GTX 950 :P
I also am trying this on the latest master source (December 18th's)
edit: I thought this has to do with --remote-debug, but not sure about that now