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When you change a DNS record, the system can update it immediately, as it’s merely a record contained in the name server. Remember our phone book analogy? It’s the equivalent of editing the number or name in the phonebook - it’s still in the same book, and easily found.
When transferring from one name server to another, however, the process takes much more time; every device, browser, and computer searching for your domain needs to be notified that they should no longer search for it on the previous name server, as the DNS records are no longer held by it.
Think of the phone book - the name and number has been erased from one book, and added into another. Everyone now needs to know to look for it in the other book. As a result, many more people need to be notified of the change, and thus it takes longer to update.