C2 loads everything into memory at the start of layout, so the objects already exist in memory.
There is no reason for the creation to cause a slow down.
I experience the very same problem in my project: On my game at the end of every screen the game presenter pops in to congratulate the kid for completing his mission. At this point one of many possible animations is selected randomly. It is not possible to add all animations to all screens as it will create a huge load.
Here is what I'm going to try: I will add a "mission-is-nearly-completed" trigger that will create the presenter's animation while the game is played so it is ready and well timed for mission complete climax. That should work.
Ashley - I think that an Object Preload action could become handy for such cases, so you can run animations that are not included in the current layout without any delays.