When you set for a user that "returning user" policy in the Population settings, NeoLoad will show you an option after you start the test. This option appears in the "description" panel where you write some information about the test you are launching.
By enabling that option, NeoLoad will start some user validations for all your users with "returning user" policy set.
The goal is to have an up to date cache information.
If the validations take a long time, it can explain why your test does not start immediately.
If you often run your user validations, you can disable that option when you start your test.
Could you check that and see if it is working better?