After investigating our ETL Process for months i fell into something strange. We have one machine (A) which we are using in order to pull data from other machines (B).
So why there is this difference?
The same data are transferred in each case.
In the left window, when you connect directly to FORBISPRD08:
In the right window, when you use a linked server
See the difference? Same data might be sent, but there's more steps involved. When you need data, connect to the server that has the data.
Linked servers are like going to a bar, seeing someone you like, and then starting a chat with their friend instead. You might make progress - but it's not gonna be as fast.