I think I found out what happens and I just need confirmation:
During the login stage, since I deployed both mapped drives and printers with the update option via GPO and, to have everything deployed according to the GPO, the "Please wait" window shows up to have the map drives and the printers deployed and configured correctly.
I found that out because when I tried to search for a way to optimize the login I found the policy "Change Group Policy processing to run asynchronously". I know this is for slow networks but I think that a delay will apply regardless in order to make sure that the CSE of drive maps and printers does the work properly.
Rahamim.