For the record, this is categorically an issue with Windows. Unless the dialog still takes a long time to appear with "Don't show unique icons", then any delay is entirely in Windows, and there is no question about whether it's in C2. I also can't resist pointing out the great irony that people accuse us of depending on third parties too much with HTML5, but you can't get away from third parties on native either!
The dialog does, in fact, still take a long time to appear with the "Don't show unique icons" option set in preferences. And, as mentioned previously, it gets worse over time until a full restart.
Interesting that this occurs only with C2 and not with any other, more complex software that features heavy icon/generated thumbnail usage that I've tested, but is categorically a Windows issue due to recent patches, despite occurring on multiple systems here (as in, directly in front of my eyes), where Windows updates have not been installed in months.
If I'm reading this correctly, the "third party" you're referring to is Microsoft. In which case, reality is that they're the first party. Because it's their OS that software is expected to run on, and not the other way around. It is the software developer's job to ensure that the software is fully functional on the OS it's designed to run on - especially when that software is still for sale, and even if the blame can "uncategorically" be placed on an OS update. This fact - and it is a fact - of software development doesn't seem all that difficult to understand. The mental gymnastics to avoid the obvious probably take more effort.
You mentioned upon the release of C3 that Scirra would be fixing any bugs that appear in C2 - this is a bug, regardless of whose fault it is. If Scirra will no longer be fixing known, proven issues that occur when using the software they have for sale, please let users know so that the appropriate steps can be taken.