That ephemeris data is good for 2-4 hours, so one simple technique to improve lock times is to save it, and then if you turn the receiver back on within that window, you can reacquire a lock almost instantly using the saved ephemeris data.
Another technique is to download the ephemeris data from a source that can provide it more quickly, such as the cell network. This skips that long transmission at 50bps from the satellites themselves. Pretty much any GPS chip in a cell phone these days will do this. This is called assisted GPS, or A-GPS. (This is not to be confused with another technique also called A-GPS, where the GPS chip captures the signal and sends it to the cell tower to offload the computation. This was a popular approach in older phones to comply with 911 reporting requirements, but doing the computations onboard is cheap now.)
Starting with a coarse guess of your location can also help shorten the time to initial lock, although it should be fairly short regardless. That guess can come from looking at cell signals along with known cell tower locations, and a rough altitude estimate can be made from the device's barometer.
All of which is to say, getting a dot almost instantly when you turn on location services doesn't necessarily mean too much here.