There are many reasons why the initial data load would take extra time. The most common is that we are at the mercy of Amazon as to how fast we can collect the data. We request the data then Amazon sends it when they feel like it. Sometimes the backlog causes excessive delays but usually is completed within 24 hours.
Another issue could be that the campaign performance and search term reports are very large. We have a timeout issue getting files that are 50MB in size or larger. We are working on a solution for this and we think we are close but as of right now it is an issue.
The final issue could be that there are no active campaigns for the last 60 days. If you have a new ad account and have not had at least one campaign running for a couple weeks then there will be nothing for Amazon to send us.