The one-armed KHH at the very end? He actually didn't have sparks the entire time, though he had them right before he started powering up his KHH. Same thing happened to Cell. I can't think of too many other examples of this happening...same thing happens when
Gohan fires his first, two-handed KHH against pre-zenkai Cell. There's an instance kind of like this when Goku fires off a KHH against Fat Boo, sans the power-up part. Basically when they get "engulfed" in some kind of chi/aura like that, the sparks aren't visible anymore, so I don't believe that what you're suggesting about the quickness is the case, unless you meant something else. I'll just point back to Goku transforming against Vegeta; in the panel in which the process is just completed, we see the sparks. But you're right, this is subjective to an extent and more time invested in this discussion won't go anywhere.
There's no direct statement, but Gohan refers to Goku's chi as simply "great" or "incredible" the first time (going by fanslation, sorry). Later on he's just as baffled as Kaioshin (this is the most important part) when the Boo meter gets filled up, and then utters an "I-I know!..." as though the possibility of SSJ2 Goku had only just occurred to him.
Also, I still stand by what I said about Vegeta's "Just as I'd expect" wording.