Not sure if this is a bug.

Run an animation until it completes.

Press escape to stop it looping.

Use the shift key on each frame (that is required) to fine tune the pose.

At this stage the simulation runs fast.

Whilst the shift key is pressed, adjust the position of something.

Now the simulation runs very (very) slowly.

Holding the shift key is not the problem, but adjusting the position of the verts.

Adjusting the position with the mouse affects the speed of all frames, not just the current one. So if don't tweak all before manually moving the dynamic simulations can become incredibly slow.