Maya and especially rig is a general purpose programming language, ableit with a graphic user interface. Now a rig is as slow as a sum of all its affected parts. Now theres no upper bound to how slow a rig can be, I think the slowest rig I worked with took about 2 hours to update per frame, but obviously going even over that is not a impossibility. Indeed ive heard of rigs that have even slower performance.
Can anyone share some light on what can cause a rig to make Maya lag so much.
Impossible to say, i would have to see the rig to say anything specific. The default aswer is that either the rig is bad, too complex or possibly you gfx card resigned its duties wich would definitely lag ANYTHING 3D (opengl is structured in way so that IF the card encounters something it can not do then it resigns and the software emulation takes over since the gfx card is 1:20-1:10000 times faster than the CPU so the hit is considerable).
Thing is rigging complex or big things is not easy, And once you recongnize that you cant do what your asking you also need t design a proxy rig that is fast enough for feedback, possibly several for different tasks.
So the general answer is data. Update less data and its faster. Or get a faster cpu... no not more of them.
Even before putting keys on any parts of the rig?
Well keying wouldnt slow down most rigs one iota. After all its a lookup maya makes about a million to hundred millions of them in a second. However the dag network explosion that may follow can indeed low things down, but as you noticed it slows down even without keying since moving parts accomplishes the same explosion.