It is more of one, less of others
Yes, you do need to issue the 0x21 before each request, however at 115kbps this requires only a few msec of serial time! Then the actual RF transmission will be as fast as the technology allows.
If you do not use source routing, then you save that few msec of serial time, but you could suffer a high number of
route discovery packets, which can consume up to 5 seconds (5000msec) each time they are used.
With your system, you do need source routing and the need to manually send the 0x21 each time is caused by the XBee having limited RAM resources, whereas we hope you main controller has much more RAM.