>> Indeed, this works from what I can tell after some tests. 
>
> But the inner quotes look bogus.  Please try to remove them.

Yes, they were bogus (furthermore, Gnus didn't start anymore).

Now it is really fast (again), but Gnus does check for nnfolder only
once, at the beginning. Apart from that, global mail-sources value is
set to

   ((directory :path "~/Mail/incoming-nnml" :suffix "" :plugged t)) ,

i.e. the 'nnml'-setting, after the Group buffer appeared.

Since 'nnml' is the last entry in my list of secondary select
methods, 'mail-sources' has perhaps a static value after the first
getting of new mail and news (that seems to be when Gnus is starting).

It looks suspicious to me, that the mail-sources settings within
g-s-s-m affect the global value. If I set mail-sources to nil in the
init file, it is overwritten by the value above, so it has no
buffer-local binding. Hm.