Most languages that have "traditionally" shipped with a REPL don't feature compilation at all. So yeah-- I guess that's fast? (Before you start, I'm not interested in pedantic arguments about how any language can be compiled. I know.)
If it's "cumbersome" to acquire the state you need for testing, then that sounds like a design problem that you should fix. The best kind of tests are reproducible and part of a test suite anyway.