Using e-mail scan over VPN is expected to be slow.
To scan mail the feature has to download a copy of any received mails locally, and their attachments, and scan them. When all that occurs the User Interface (outlook.exe) will be unresponsive to ensure the User does not get access to mail while it's still being scanned or not yet scanned.
It's very annoying for remote users who receive fair amounts of mail, or who have slow connections to the exchange, or who often receive mail with large attachments (or any attachments).
Best practice is to ensure the Exchange is protected, and disable Email Scan. You'd want to use the feature when redundancy is required or the mail server has no protection.