Do reed relays have shorter opening than closing time?
Yes, generally, especially if you drive the relay so as to have the opening time minimized. Here is a datasheet from a similar series of three models of reed relay (the one on the far right, where release is slower, is a SPDT type): 



The drive method for the specified typical opening time of 200usec is a 56V Zener diode series with a 1N4148 across the coil, so you'd want to use at least a 60V transistor to drive it. 

If you just slap a diode across the coil, of course you can expect the release time to be considerably longer.