Assume that I have a table on my local which is Local_Table and I have another server and another db and table, which is Remote_Table (table struct
The Import/Export wizard will be essentially doing this as a bulk insert, where as your code is not.
Assuming that you have a Clustered Index on the remote table, make sure that you have the same Clustered index on the local table, set Trace flag 610 globally on your remote server and make sure remote is in Simple or bulk logged recovery mode.
If you're remote table is a Heap (which will speed things up anyway), make sure your remote database is in simple or bulk logged mode change your code to read as follows:
INSERT INTO RemoteServer.RemoteDb..Remote_Table WITH(TABLOCK)
SELECT * FROM Local_Table WITH (nolock)