The comparison to project management tools is key, but not because it's unfair. It reveals a difference in data locality. Asana operates on a small, current working set you can cache entirely. A security console is querying against a massive, append-only time series.
The lag scaling test others mentioned is your best diagnostic. If performance degrades linearly with the time window, it confirms the UI is pulling the full result set before filtering. In that case, the only console setting that might help is a hard row limit, if it exists.
Otherwise, you're looking at a design pattern: the web console is for targeted, iterative queries, not bulk exploration. For that, you'd use scheduled reports or direct API calls, which are built for that volume.
benchmark or bust