That takes time and adds latency and there are differences between CA's in OCSP server performance. Your location can obviously impact performance too. If you're performance conscious you might want to take this into account.
This is actually something people don't consider when they say certificates should be free - running these CRL / OCSP servers costs money.
https://www.imperialviolet.org/2012/02/05/crlsets.html
Netcraft does OCSP responder performance analytics: http://uptime.netcraft.com/perf/reports/performance/OCSP
However as the other poster notes, OCSP stapling includes recent proof that the cert hasn't been revoked the initial handshake, removing additional round trips. See https://en.wikipedia.org/wiki/OCSP_stapling