I've been developing rhodes app for quite a while now and agreed the overall UI responsiveness of rhodes app is far less desirable from the native app for instance: page change. I think this is one of the trade-off of having cross-platform advantage. I believe this is due to rhodes utilizes non-native view technology that is html/js/erb and the web rendering engine shipped with the device. As of now, I don't find any real solution to this and would be happy to hear from others.
On iPhone and Android everything should work fast. What device are you testing ?
Blackberry is different, it does support JQM but it works slow on actual device. Also read this:
Also you can send me source code and we try to reproduce this issue.