I don’t think any amount of items should slow the site down as much as your example shows.
Even your "fast" loading site (about 3 seconds) is really slow. I think it’s simply a rather slow database connection.
The fact that you’re including so many items with your WF call certainly doesn’t speed things up.
But yes, you can of course store the Wayfinder output to a static file and include that in your template. Instead of a file you can use a chunk, or even a new document.
Just make sure the editors remember to update this chunk. You could also write a little plugin that updates your menu-chunk every time a document is created or changed. The system event would probably be OnDocFormSave. Useful API functions would be
http://wiki.modxcms.com/index.php/API:runSnippet +
http://wiki.modxcms.com/index.php/API:getChunk.
I wonder if there’s a setChunk() / saveChunk() available too...
hmm, just found out there is apparently a putChunk() function available, though it’s not documented in the Wiki...
I believe items that don’t change frequently shouldn’t necessarily be called via database-calls. e.g. generating an XML file via PHP + mxSQL on every new request is not as efficient as storing a file on the server and just let Apache serve it as a regular text-file.