Why my router when pinging itself have this ping?
Why not? 
Pinging itself is hardy highest priority traffic
RouterOS is all about traffic throughput - traffic to router itself and from router is lower priority to your client traffic through router.
If I ping it from another router directly connected with a ethernet cable I have max 1ms and an average of 0ms so I thinked that pinging itself must have anaverage of 0 or 1 ms.
same problem, router ping to itself (or from switch directly connected) is 2-5ms, ping between anything else in the network <1ms,
it’s not the a hardware issue - router has been changed and restored from export. Different Cat patches or DAC.
Router load 2-3%. Time is correct.
Try to ping 127.0.0.1 and see the differencies…
no difference to ping to router IP
ok, sorry for curiosity…
I eliminated any external hardware and router itself (had the same issue on previous one - different model), when I ping any device on the same subnet to itself, ping is 0ms.
Ping is increased from the router by the difference, e.g. ping to 1.1.1.1 from the router is 6ms, from switch directly connected to the router to 1.1.1.1 is 4ms.