Interesting! 
You weren't seeing similar lag with the previous implementation?
I have an idea, but it's a little convoluted. Maybe try a hybrid approach, whereby the slider itself is controlled by a regular React state variable and you have a useEffect listening for changes to that variable that subsequently sets the Retool state variable. You might even want to debounce the setting of the Retool state variable, as it sounds like that is the step introducing some latency.
Does that make sense? Let me know if you give it a shot or have any clarifying questions!