Just my personal experience, but I find its the other way round, if you are entering via Nairobi, which I normally do, although the queues are longer for people without visas i have always been through before any bags have come off, so having a visa or not has made no difference.
Coming through in February was the first time I already had a visa, partly to do with saving money (multi-trip), and partly because I was booked on the Martinair Amsterdam - Mombasa flight (see later), because of Air Traffic control problems I had missed that flight and was booked on a Nairobi flight the next day . Anyway at Nairobi the queues were a little bigger than usual so staff were managing them and routing people so that the queues were of equal length irrespective of whether they had visas, were East African Community citizens, or not.
if you are entering through Mombasa, and not part of a party it could save you time to buy in advance as when a big charter or the Amsterdam Martinair flight land the queues are bad and it can take an hour or more to clear Immigration if you do not have a visa. The queues for people with visas are much smaller and move twice as fast, but even then there is no guarantee that you wont end up waiting for your bag. The previous time I took the Martinair flight to Mombasa it took me 45 minutes to get through (I had been at the back of the plane but was still not at the back of the queue) and I still had a short wait for my bag, and the couple that were right at the front of the with visas queue where still waiting for theirs when I left