That is definitely true of “ordinary” DC-excited CO₂ tubes & power supplies in cheap gantry machines. RF-excited CO₂ tubes have much faster response times, but I don’t know whether that’s what is (or should be) in a galvo CO₂ machine.
This scope shot (from a recent discussion) shows the rise time for my DC-excited tube is around a millisecond, with plenty of ringing and overall jank slowing the response:
The magenta trace is the -Enable signal into the power supply and the green trace is the tube current at 10 mA/div.
If LightBurn’s galvo Device Settings include the Scanning Offset Adjustment table, you should be able to compensate for that, but I suspect the galvo laser config is different enough that everything I think I know is wrong.