The new office format is very clever but not really ideal for VPN use as the document is bascailly a ZIP file which unzips to contain lots of XML files.
It has to unzip the file before opening, which puts extra traffic on the VPN.
15 seconds does seem a bit excessive though, so I'd do couple of tests copying files to/from a system via the VPN just to see how fast it is and compare it.
try saving a document as 2003 compatible word via the VPN and see if word stilll saves it slowly.