Visio is often primarily used for diagrammatic graphics. Explaining relationships between things. These projects usually have heavy usage of repeated/similar/duplicated captions and objects.

This can mean constant switching between, locking/unlocking and visibility on and off ...of layers.
And constant arrangement with snapping and gluing, and also not wanting to snap or glue.
Floorplans being a great example.

And Visio is meant to be built for speed.

Massive time savers
Hotkey for SNAP TOGGLE
Hotkey for GLUE TOGGLE
[better than long winded ALT+F9 to open dialog box, then select options, then close, then make adjustment in project ...then ALT+F9 sequence again etc.]

Option to leave LAYER PROPERTIES DIALOG open, active and floating when working on diagrams.
[The sequence of opening and closing a dialog box regularly for each layer change when working on layers is frustrating. Other graphics packages solved this long ago.]

Make LAYER PROPERTIES DIALOG BOX resizable and keep resize stored for next open.
[The sequence of unnecessarily long winded navigation to the right layer, and not be able to see all layers at once is frustrating.]

How are the lack of above—examples of Visio being built for speed? :)