DIAGNOSIS The thermostat's internal processor is bogged down or the capacitive touch layer is having issues. It's not just you—the interface isn't a speed demon.
FIX Perform a hard reboot. Pop the thermostat off its wall plate, then disconnect the small wire labeled 'C' from the terminal. Wait 30 seconds and reconnect it. This forces a full reboot, clearing any stuck processes. If that doesn't help, perform a full reset to factory defaults from the menu (this erases all schedules and settings, so note them down first).
IF THAT DIDN'T WORK If it's still laggy after a reset, and especially if it's worse when the backlight is on, it could be a sign of a failing unit. Contact Honeywell support. There's also a slim chance a very low voltage from your system (below 24VAC) could cause weird behavior, but that's less common.
HEADS UP The screen is less responsive when it's cold. If your thermostat is in a drafty hallway or you set the temperature back drastically at night, the cold itself can make the touch layer sluggish until the unit warms up from its own electronics.