imfilter speed for volume

I'm working on an algorithm, which requires filtering of a 3D matrix (non-sparse, 512^3) to find edges.

I only want to find edges in each slice, so I have been doing the following:

    % 2D loop appaoch
    [x,y]=ndgrid(floor(-3*sigma):ceil(3*sigma),floor(-3*sigma):ceil(3*sigma));
    DGauss=-(x./(2*pi*sigma^4)).*exp(-(x.^2+y.^2)/(2*sigma^2));
    filteredVolume = zeros(size(vol))
    for n = 1:size(vol,3)
      filteredVolume(:,:,n) = imfilter(vol(:,:,n),DGauss,'conv','symmetric');
    end

I also tried to do the same by calling imfilter on the entire volume:

    % 3D matrix approach
    filteredVolume = imfilter(vol,DGauss,'conv','symmetric');

I compared the performance of both of these approaches, but the loop version is significantly faster (6.5 seconds to 20 seconds).

Should this behavior be expected? If so, why?