That's the price to pay for roaming profile

....I guess you know the reason for slow bootup and shutdown so there is no reason for me to explain.
There are other options available....for example, instead of saving the files in My Document folder, I would suggest to save it on your "Home" directory on the server and then have the directory mapped to your laptop, that ways you can look at them or modify them on the server, yet allowing it to be backed up all the time.
If you want you could create a local profile on the laptop and save / backup the data manually buy I think best practice with roaming profile is to keep as much as you can on the server rather then having it on the saved profile on the server.
Cheers