Personally I'd rather they improved exiting SC - having ships and structures pop into view a full second or two after you've exited is a little off-putting.
Check your graphics settings. I had this (particularly noticeable at Chelomey Orbital - once the damn megaship dock appeared right in front of me and I couldn't avoid it as I'd already boosted!), but since resetting my graphics config it has disappeared completely (couple of months now). I have a feeling it may have something to do with the work slider (where you can dump more or less work onto the graphics card).