Why fetch a row is more slow than a 'selec * from'

Hello
I've been looking for ways to optimize a query.

I have a table with 120,000 records. When searched on:

select * from big_table

takes to run: 3 min.

I wanted to use cursors and the query with big_table,  it taked 11 minutes.
It caught my attention  on a  small_table (100 records) because  the time,
with cursors, were reduced by half.

The EXPLAIN ANALYZE: indicates that a search is sequential, but has a
primary key

Will have some advice to optimize the response time of the visit? there is
nothing to do? :(
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