Different python interfaces works in different ways. I encourage you to compare the performance of raw mxnet Python code and the mxnet Gluon api. Despite both are Python, performance differs. For instance, using the Gluon api, you can optionally compile a model for better speed, however, if the model is very shallow, in my experience, the compiled version is often slower. Yet, both are python.
I suggest you try larger models and base your observations on those.