Speed of curated data calls in Version 10

There are system options available that should restore the old behavior for most of the currated data paclet:

SetSystemOptions[SystemOptions["DataOptions"] /. True -> False]    

{"DataOptions" -> {"ReturnEntities" -> False, "ReturnQuantities" -> False, 
"UseDataWrappers" -> False}}

Note that this prevents these paclets from returning Entity, Quantity, and DateObject expressions(as well as TimeSeries and other wrappers), but should restore the version 9 behavior.

Note that the method you were using via Through involves calls to EntityValue, rather than the data paclet itself, and EntityValue will make an explicit internet call ( Outer[ChemicalData, out[[30 ;; 40]], {"BoilingPoint"}] will also work in V10, and will strictly pull information from ChemicalData, rather than calling EntityValue).

This is a long comment for Nick Lariviere's answer. You can use Trace to see how lengthy the entity and quantity logic is.

Version 9:

Tuples@{Range@112, {"Symbol", "Group"}} // First
ElementData @@ % // Trace;
% // ByteCount

78336

TreeForm[%%, VertexLabeling -> False, ImageSize -> 800, AspectRatio -> 2]

Version 10:

...
% // ByteCount

1541360

TreeForm[%%, VertexLabeling -> False, ImageSize -> 800, AspectRatio -> 2]

But using Nick's settings

SetSystemOptions[SystemOptions["DataOptions"] /. True -> False]

it is much closer to v9.

...
% // ByteCount

94672

TreeForm[%%, VertexLabeling -> False, ImageSize -> 800, AspectRatio -> 2]