The warning you are talking about comes up if picking up with lasso takes more than two seconds (it shouldn’t normally take that long). This only happens if you are stamping lassoed parts into the same drawing numerous times, thus making the data grow substantially for that particular drawing. Everything else will run just fine, it is just that one drawing that risks being slow – and only when doing lassoing even more.
The amount of layers doesn’t make any difference by the way. Only how many “patches” of lassoed parts a drawing consist of. You could always retrace on a new blank drawing if you have this problem.