The key difference between the two methods seems to be the protocol used for transport.
When you browse the datastore through the vSphere Client, it uses NFC - TCP 902 to connect directly to the esx host. All communication is between the client and the host.
If you check the value returned by (Get-Datastore "nfs99").DatastoreBrowserPath or (Get-PSDrive "dsIso").Root, which is also used by the Copy-DatastoreItem cmdlet as target, you'll see something like vmstores:\vCenter.domain.com@443\Datacenter\Datastore.
I assume, the PowerCLI is using a tunnel through the vCenter on port TCP 443, of course encrypted with ssl. This results in the slow download/upload speed.
Update: Found someone, who explains the way the data takes.
Copy-DatastoreItem - Understanding the Traffic Flow | Technodrone
A workaround could be to connect directly to the esx host, maybe via ssh, and copy the file to /vmfs/volumes/nfs99/winpe_x64_$SrvName.iso
Regards
Emanuel