Pretty much all of the smart bulbs have a slight delay when returning to power because the radio needs to attempt to connect back to the network and then see if there are instructions. Almost all of these bulbs are intended to always remain on power for this reason, as well as the potential damage from inrush current that @Automated_House mentioned.
So there are two alternative approaches you can consider.
The first is to use a different kind of switch, one that will in fact leave the bulbs always on power. There are a couple of different “smart switch covers” now which fit over the existing switch. That leaves the existing Switch always on power, but still gives you a switch to press. There are also some other options with the similar result. That would remove the delay from the bulb because it remains connected to the network the whole time.
See the following FAQ (this is a clickable link) for discussion of the various options.
The other alternative, as has also been suggested, is to use a smart switch with dumb bulbs. Again, because the switch always remains connected to the network, you don’t have the startup delay.
The most responsive switches are the Lutron Caseta line, these are very quick with a good dimming range.
The GE switches do not dim as low and are not as responsive.
If by chance you can’t use a wired switch because you live in a rental and can’t do anything that requires wiring, still check the first FAQ above as there are some battery operated switch options that work with smart bulbs and won’t require wiring.