Are you running the whole loop inside an Atomic Transaction? If so, there shouldn’t be that much of a difference I would guess.
What kind of a difference are we talking about? One takes 3 seconds and the other 2 or more like one takes 60 seconds and the other 1?
In general, BizTalk will run slower than any .net code. Due to persistence and database interactions. No way to get around that. But, BizTalk adds value in other ways other then pure speed.