C# Windows Forms CheckedChanged lags behind

I have the following problem with System.Windows.Forms (C#):

I have a CheckBox in my program and I defined an event handler for CheckedChanged. The problem is that when the user clicks the CheckBox, it may happen that it takes several seconds until the CheckBox is visibly marked as checked.

I set a breakpoint inside the CheckedChanged event and noticed that indeed, it sometimes takes several seconds until the CheckedChanged event fires. How can it be that the CheckedChanged event lags behind that much?

Unfortunately I have not been able to find information in the literature regarding the matter when exactly the CheckedChanged event is triggered. Might it be that another event is handled first before the CheckedChanged event is triggered, so I could catch this event instead and make the check-arrow appear in time?

Thank you for your help and suggestions.