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+1  Q: 

Why is ODBC slow?

Why is ODBC slow? What is the underlying architecture? Can somebody throw more light on the same>

+1  A: 

In general (and I really mean GENERAL) the ODBC driver adds another layer into the mix. It has to take your query and translate it to the native query language (where the native language ins't SQL, or its full implementation). That translation/interpretation adds a performance overhead which is worse for some data sources than others.

Check out this short Microsoft blurb for a bit of the ODBC Driver Architecture:

ODBC Architecture

ODBC Driver Architecture

Justin Niessner