Membership 2 Media protection slowing the website.

After enabling the Media protection, we noticed a slow on our website, mainly in loading the files: images and other assets.

This is a gtmetrix test with Media protection enabled https://gtmetrix.com/reports/encs.eu/HWzEEgPm

And this is without it: https://gtmetrix.com/reports/encs.eu/PebZopf7