A) how much media you are trying to import
B) how much media you have given Resolve access to through your preferences pane
C) how fast your drives are that contain the media
I would guess the the answer to 1, if not all 3 of these questions is "too much" or "very slow" in the case of the drive speed.
When you tell Resolve to search for media, and offer it up all sorts of media to search through, than that's what its going to do.
I find it much better to turn off that check box, load the media you know Resolve is going to need to work with the AAF, and then import the AAF. This way you are only scanning the media you need, from the drive you want it to scan.