Yeah, they can take a long time. It seems to me, in my limited experience, that the size of the cutting affects how long it might take. I bought four cuttings about a year ago, two of which were about 2 feet tall, the other two were about a foot tall. The Two-footers put out roots after about a month, and the one-footers took almost all summer. They still barely had any roots when they went back in to dormancy for the winter.
That is another thing to keep in mind, too. They won't "wake up" until the days are long enough and the temps are warm enough for them to start growing.
Don't worry too much. I had read that they can draw water out of the air. I was skeptical until I saw it with my own eyes. I bought some cuttings from California in the fall. They sat dormant all winter, and were fairly dehydrated when they arrived to me. Once spring rolled around they plumped up, big time! This wasn't even a "hmm, they might be bigger" it was more like a reverse raisin. They were wrinkly and soft and now they're firm and smooth.
So, don't worry about roots, those plants are well equipped, and roots will come when the plant is ready.