On top of what others have said, it takes some time to dynamically load a library into an address space. There are tables that may need to be walked and updated with correct pointers. For large libraries, this can be quite measurable. A statically linked executable will be memory-mapped and then brought in lazily as the program runs. And then if executed again, everything is mapped and loaded, so there is zero delay. Compare to dynamic loading, which will require table updates again (especially with ASLR).
This is why I like to re-make my shell and associated tools static binaries — shell scripts run 10-20% faster. (lots of small programs running repeatedly)