As far as the lightning components that are LWC (which is most of them), there is negligible difference in loading times, as the browser treats these components as native components. Aura components, in contrast, will always load slower than the equivalent markup in HTML. You should refer to the documentation to determine if a component is LWC or not.
Your generic examples aren't quite equivalent; a lightning-input, for example, has a label, a variant attribute, and so on. It will necessarily be slower than a normal input, but also be more robust/feature-heavy. They save developers development time, which is often just as important as performance. Note that browsers themselves really don't do well with "thousands of lines long" in any framework. This is why we have progressive/infinite loading and pagination.
You should prefer to use native components as much as possible if they make sense for your use case. This will give your app a more consistent look and feel with Salesforce, even if things change in future releases. However, some discretion is warranted, as sometimes you need performance or a custom UI, or elements you'd like to use simply don't exist yet (e.g. SLDS's "progress ring" does not exist as a component yet).
So, in summary, unless you're having performance problems, go for native components when possible. They'll offer a more consistent UI at the expense of some performance, but this should hardly be noticeable for the majority of use cases, and for the remainder, pagination/infinite scrolling/fake scrolling/etc should be used, because the browser itself would still ultimately be the bottleneck for performance.
