In state machines and loops, by default, a 1 min delay is inserted to prevent a user from accidentally creating a workflow with an infinite loop and hogging system resources. Unfortunately, a 1 min workflow delay in SharePoint usually translates to about 5 mins.
This is called 'safe looping' and can be disabled in Central Administration under Application Management -> Nintex Workflow -> Global Settings -> Enforce safe looping workflows. After you disable it, reset iis then re-publish your workflow. You should then see the state transitions happen immediately without delay.