I implemented the Environment speed test as it exists in Java and C codecs to Matlab.
I'm running the Agent and Experiment with the C codec, just the environment is using Matlab.
elapsed time in ms: 5173, per step is 25.736319 (40 steps per second [Java is 25])
elapsed time in ms: 8865, per step is 1.772645 (564 steps per second [Java is 5000])
It looks like Matlab is actually faster with large observations, but much slower for small data at a rapid rate. The latter we mostly would expect.
I have no explanation for the former, especially because it's just using the Java classes. Maybe Matlab has a just-in-time compiler that is caching the java classes or something funky.