Using SQL Server and I was recently attempting to query using TLinq._In with a relatively large array (~1200 items) and found it really slow to retrieve the entities (ListValues call >10s) despite Profiler showing that the SQL command was executed really quickly (<150ms duration).
I did some digging and found that the call to TParams.ParseSQL in TOdbcNativeStatementAdapter.SetSQLCommand seems to be the culprit. TParams.Update fires for each new parameter added and this loops the entire collection again to clear TParam.FParamRef. I seem to be able to remedy this by wrapping the ParseSQL call with BeginUpdate..EndUpdate.