There are a couple of reasons for this. The app is hosted in the UK so if you are based far away it may run a bit slower due to latency (USA, Australia, etc). Don't worry, please be patient.
Secondly, the app relies on a single Tumblr API key so when levels of traffic are high the response times can slow down.
This is especially noticeable for large blogs with thousands of posts. Please be patient or come back again later.