What kind of SAS sessions are we talking about (DMS, Workspace Server, Connect server sessions)?
Is the server "physical" or virtual?
Is SAS installed on a local disk (if not where, and on what kind of filesystem)?
What is the server acitivy during a SAS session start (Memeory, CPU, I/O)? Perhaps using perfomon can give you some hints.
The global SAS option FULLSTIMER might also give some hints.
2 seconds is still quite slow, what is the server spec?
Data never sleeps