When you talk between remote machines, you have to translate to a format that can transmitted and distributed between machines(serialization). You then have to undo at the other end(deserialization). If what you are sending along is just a few floats, that can be very cheap. If you're sending along a large nested dictionary or even a full program, not so much.

Imagine an example where you have two arrays of 1 billion numbers, and you want to add them pairwise. You could use spark to do that by having each "task" be a single addition. But the time it would take to structure and transmit the 1 billion requests will be many multiples of the amount of time it would take to just do the additions.