Hello Joao Ferreira,
Welcome to the Microsoft Q&A platform.
One reason could be that your private network may have higher Network latency than the public network.
and if you are using copy activity:
<copied from the documentation page>
By default, every copy activity spins up a new compute based upon the configuration in copy activity. With managed virtual network enabled, cold computes start-up time takes a few minutes and data movement can't start until it's complete. If your pipelines contain multiple sequential copy activities or you have many copy activities in foreach loop and can’t run them all in parallel, you can enable a time to live (TTL) value in the Azure integration runtime configuration. Specifying a time to live value and DIU numbers required for the copy activity keeps the corresponding computes alive for a certain period of time after its execution completes. If a new copy activity starts during the TTL time, it will reuse the existing computes, and start-up time will be greatly reduced. After the second copy activity completes, the computes will again stay alive for the TTL time.
Please see the below document for more details.
I hope this helps. Please let me know if you have any further questions.