I just tried on an app at work (Django app):
> time python manage.py --help
real 0m0.473s
user 0m0.240s
sys 0m0.148s
Half of a second is very noticeable (and annoying). I had similar perception in my previous work.
You can try to only load enough to display the help text without really loading everything, but that doesn't work that well (you have to organize things differently, and `--help` requires to load a lot of stuff. `subcommand --help` needs less but it still has to see if the subcommand exists).
As a reference:
> time python -c 'print "hello"'
hello
real 0m0.041s
user 0m0.024s
sys 0m0.012s
> time echo hello
hello
real 0m0.000s
user 0m0.000s
sys 0m0.000s
Actually even the first (0.041s) is not instant, while the second one does (I mean as I perceive it visually).