We have had an issue popping up lately where documents were loading extremely slowly when we open them from SharePoint. We did some digging and found a few things, but issue ended up being relatively simple and we confirmed a number of times that the problem was fixed.
Turns out the issue is not Office or SharePoint, but IE. Go into Tools->Internet Options->Connections->LAN Settings and uncheck Automatically detect settings.
This can be done through group policy by going to User Configuration->Policies->Windows Settings->Internet Explorer Maintenance->Connection->Automatic Browser Configuration and uncheck Automatically detect settings.