Seeking MJPEG video is extremely slow

Question

This answer on Stack Overflow seems to indicate that seeking in an MJPEG file should be very fast. However, I am experiencing EXTREME delays (10 seconds or more!) while seeking a 1080p30 MJPEG file. Both Windows Media Player and Ubuntu's default video player (Totem?) experience the same issue. Also, when I imported the file into Vegas Pro, that program also came to a grinding halt when "scrubbing" the timeline. Does anyone have an idea what could be going on here? My machine is plenty powerful (6-core CPU, 24GB RAM, SSD).

Edit: the plot thickens.. it seeks fine in VLC. But I really need to be able to use this file in a Vegas Pro project.

Here are the details of the file in question:

General
Complete name                            : E:\filename.avi
Format                                   : AVI
Format/Info                              : Audio Video Interleave
File size                                : 313 MiB
Duration                                 : 45 s 567 ms
Overall bit rate                         : 57.5 Mb/s

Video
ID                                       : 0
Format                                   : JPEG
Codec ID                                 : MJPG
Duration                                 : 45 s 567 ms
Bit rate                                 : 57.4 Mb/s
Width                                    : 1 920 pixels
Height                                   : 1 080 pixels
Display aspect ratio                     : 16:9
Frame rate                               : 30.000 FPS
Color space                              : YUV
Chroma subsampling                       : 4:2:2
Bit depth                                : 8 bits
Scan type                                : Progressive
Compression mode                         : Lossy
Bits/(Pixel*Frame)                       : 0.922
Stream size                              : 312 MiB (100%)

Audio
ID                                       : 1
Format                                   : MPEG Audio
Format version                           : Version 1
Format profile                           : Layer 2
Codec ID                                 : 50
Duration                                 : 45 s 531 ms
Bit rate mode                            : Constant
Bit rate                                 : 160 kb/s
Channel(s)                               : 2 channels
Sampling rate                            : 44.1 kHz
Compression mode                         : Lossy
Stream size                              : 889 KiB (0%)
Alignment                                : Aligned on interleaves
Interleave, duration                     : 26  ms (0.78 video frame)