This is not a bug with OpenWrt.
There are some offloading options that may be available for your device. See this thread as a reference.
If you don't see offloading options, though...
Some vendor supplied firmware includes special closed-source/proprietary hardware acceleration libraries for the routing engine. This means that OpenWrt doesn't have access to the code to enable faster hardware/software flow offloading for some chipsets. In those cases, you may find that the vendor firmware (or in some rare situations, alternative firmware that has a license to use these libraries and/or can use pre-compiled 'blobs') will be significantly faster than what OpenWrt can provide on the same hardware.