How long is it taking some divers to attach an SMB to a spool, to the point that they believe it impacts their safety?
It should only take seconds. If it's taking significant time, then maybe more practice or more proficient techniques are needed.
It's been stated in this thread that the spool and SMB are left detached in a pocket during GUE/DIR training as an exercise, and this is reflected in the videos. During GUE Fundamentals, the instructor observes how task loading with the assembly and deployment of a DSMB while doing an air share and graduated ascent affects buoyancy, trim, situational awareness, navigational awareness, team formation and communication, etc.
If you're not doing training for a particular course that requires assembly of a DSMB, do whatever is comfortable for you.