We keep a constant eye on the speed of the framework, and are constantly busy optimizing it.
Compared to other frameworks, FuelPHP is as fast or faster, so I wouldn't worry to much.
I've just checked Depot, which uses modules, themes and templates, 7 packages including Auth and ORM, and loads 91 files. So for any decent size app it's not unreasonable.
If it really is an issue, create a 5Mb ramdisk, store the fuel files there, and have the paths in your index.php point to it. But I think you won't gain that much.