it takes around 200 to 250ms. is it so?
It must be. I read it on the internet.
How are you determining that "it" takes 200 to 250 milliseconds to "process" the command?
How did you measure that? How did you define "process" the command? What is "it" that is processing the command?
You need to understand that the Arduino is sending a command to some other hardware, telling it to do something. You need to understand that that hardware takes time to receive the command, parse it, take some action, and return some reply.
You need to understand that the action probably involves sending some data over the air, to some other device, and that that device may need to pass the data along to some other device, and return a reply.
You need, also, to understand that ALL of the communications, between the Arduino and the bluetooth shield, between the bluetooth devices, and between the bluetooth device on the other end and whatever it is connected to, are ALL asynchronous.
That is, nothing in the sending of the command by the Arduino to using the data on the PC/Android/whatever blocks until the data is consumed.
So, it is up to you (or any library you use) to allow for sufficient time to pass to allow for the data to be consumed, or to use some mechanism to enforce synchronization.
The use of delay() in the examples is a way to avoid needing to wait exactly long enough to get a reply.