Assuming your SP uses streaming and returns a table: Could it be that you're returning a massive amount of rows but the EG setting to only retrieve the first 500 rows at a time (or whatever your setting in EG is) avoids that you have to wait forever until all the rows have been transmitted over the network. You could test this by using the SP in EG and then scroll down to the bottom of the retrieved table. If then some more time is used to retrieve some more rows that would be an indication that EG is faster because of this limitation of retrieved rows.
Let us know if this is the case and we go from there.
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