By default, SOAP::Lite creates new HTTP or HTTPS connections for every request. This makes long transactions run slowly, particularly over HTTPS where the SSL/TLS handshake takes place every time.
SOAP::Lite::Transport::HTTP::Client contains a hack to support the "Connection: Keep-Alive" header field in HTTP requests, but I've had no luck making it work.
LWP::UserAgent contains its own connection caching mechanism that allows it to use persistent connections. As SOAP::Lite::Transport::HTTP::Client subclasses LWP::UserAgent, we can initialise the connection cache on the SOAP transport object.