Hello @bgeneto ,
This is a feature not a bug 
In short, there is a delay of 1 second so the user will decide which page they would like to have. I am testing the grid into 1,000,000 rows and every query request is heavy so I am trying to have as less requests as possible.
So in short:
- first page or last page → Since the user know that they would like to go in the last page then it is happening instantly
- next or previous page → How many times you want to go into page 3 and instead of typing the number “3” you just press 2 times the next button. I do that often


At the above example the request started 1 second later and the user has been informed with the extra loading icon. Also we have skipped the request for the page “2” which is unnecessary. Keep in mind that even if I cancel the request, the backend request (e.g. SQL query) is still running causing performance and memory issues.
- The solution to have it instantly is to press the page and then press “Enter”. This will send the page to be triggered instantly.
There is lot of optimization in the background and a hard-work checking every little scenario even for edge case scenarios like this. I hope it make more sense now 
Regards
Johnny