Why Phalcon so long loads css, js files from the cache?

No its not, but its not phalcon problem i guess. Its telling you (from cache) so it doesnt even doing request.

What is your definition of assets service? How do you load css files?

I use this in layout

<?php echo $this->tag->stylesheetLink(array('href' => 'css/bootstrap.min.css', 'media'=> 'screen')) ?>
<?php echo $this->tag->stylesheetLink(array('href' => 'css/style.css', 'media'=> 'screen')) ?>
<?php $this->assets->outputCss() ?>

<!-- Scripts -->
<?php echo $this->tag->javascriptInclude(array('src' => 'js/jquery.min.js')) ?>
<?php echo $this->tag->javascriptInclude(array('src' => 'js/bootstrap.min.js')) ?>
<?php $this->assets->outputJs() ?>

So, where the caching actually occurs? What you provided is just a layout, not services definition (DI -> IoC).

Caching occurs in webbrowser, its not phalcons problem. You dont even making a request to those static files. Your application is making request only to /login