Why does the ETLs collections takes a long time?

CLM 3.0.1 introduced data ware house support. The ETLs will fetch the data from application DB to the DWH. The first fetch is the slowest because it is the full fetch.
 
In case of Work Items ETL full fetch run time is a function of number of Work Items and the activity on each WI (history). Similarly for others.
 
However, once the full fetch is complete, the subsequent run will do a delta fetch and will be much faster.
 
STAR ETL is an exception. It always run in full. This is because it has to compute the metrics. But currently (as of 3.0.1.x) it is used only by RQM and Insight. So if you are using only RTC, and STAR ETL is taking a lot long time or failing, you can safely turn it off. The RTC OOTB do not use it.