It may be that Play Protect on the Play Store is slowing the installation down if you have that turned on. I do not use it and installation is pretty fast from Play Store.
I've noticed the same! I'm also coming from a Huawei P30 and I too think that the installation of apps on the S21 is really slow compared to the P30. Download speed isn't the issue as I've got an 500/500Mbit connection.