PyScript has actually been massively refactored in the last few months and is much faster now. You can check the performance of PyScript running MicroPython here: https://laffra.github.io/ltk/
If you need/choose Pyodide load time will of course by much more but that's mostly because of the size of full core Python and the dependencies you might have.
Thanks for the feedback. We keep a continuous and frequent effort to make documentation more efficient and straightforward .. Building clear is a constant/endless effort and feedback is very important.
Flexx, on other hand, is not required by bokeh server itself but instead to define python functions to handle interactivity that runs on the browser (no need of bokeh server). Flexx is used to convert python to JS. You can find more info here: http://bokeh.pydata.org/en/latest/docs/user_guide/interactio...
If you need/choose Pyodide load time will of course by much more but that's mostly because of the size of full core Python and the dependencies you might have.