The ping delay for USG2200 from a direct connection device between 5~10ms is normal.
USG2200 is a mutil-core CPU product, but only one of them is designed to be management plane, which is used to manage firewall and some other service of its own, so the ping to firewall is handled by such core. The management plane is designed to use some protect method, so it will handle the task with high priority. If this core of management plane is busy handling some takes of high priority, then will cause the ping delay phenomenon. On the other hand, it will not cause the forward delay.
You can do the test by ping from Switch to the gateway to check if there is ping delay.
And it turned out that the ping delay is only 1 ms.