Is the dropdown in the main data source? If so, try moving it to a secondary data source. Also, consider changing your view so that InfoPath doesn't have to create all of the values in the dropdown at the beginning - either use cascading dropdown or some conditional show-hide.
Finally, you could switch to another view, do the query, and then have a button to switch back. That might be a bad user experience, but at least you'll understand where the perf hit is going.
Patrick Halstead
Project Manager at Qdabra