Well, there could be a lot of reasons and hundreds of points of bottle neck starting at our server and then the thousands of connection points from the time a PM is sent, when out software sends the PM, it leaves our server, leaves the datacenter, goes to your ISP, is routed to your email carrier, to you account, then to you.
If you keep seeing a delay, let us know. If any other members also notice delays please let us know. Usually if it is a system wide problem vs. just a routing issue between us and you, we'll get a lot of reports.