That's true about the delay, but I'm in the "anything sent via email is not urgent" camp, so I don't mind, and I usually see delays of up to 5 minutes which is fine. If I'm waiting for something "immediate" such as verification emails and similar, I'll just manually refresh (the Gmail refresh button also triggers a check of all the external POP3 accounts as well) until I see what I'm waiting for - then I also don't have to rely on Gmail being trained to ignore SPF fails.
Gmail acts as a black box in the forwarding setup, because you don't really know exactly how they handle this internally and have no control over the process - does it depend on the sender's SPF configuration (e.g. SOFTFAIL vs. FAIL), does it learn that the forwarding server is trusted by you, etc.
I use Opalstack (and previously WebFaction as many here) for personal use, but I understand that in a business context you might care about those delays - though I'd generally prefer a more reliable setup in that situation anyway. Happy you've got it setup the way you want though, and hopefully this discussion might help someone else who stumbles onto it!