The answer is Yes: "one can pre-process things with a higher up-front cost so as to make individual queries faster."
The Ph.D. thesis cited below shows that, with quadratic preprocessing, point-pair shortest-path queries among $n$ axis-aligned rectangles can be answered in $O(\log n)$ time. Or with $O(n^{\frac{3}{2}})$ preprocessing, queries can be answered in $O(\sqrt{n})$ time. Here the "rectilinear paths" are shortest in the $L_1$ metric, a.k.a. the Manhattan metric.
Mitra, Pinaki. "Rectilinear shortest paths among obstacles in the plane." PhD diss., Theses (School of Computing Science)/Simon Fraser University, 1995. PDF download.
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It seems the later journal version of results in this thesis is this:
Mitra, Pinaki, and Subhas C. Nandy. "Efficient computation of rectilinear geodesic voronoiVoronoi neighbor in the presence of obstacles." Journal of Algorithms 28, no. 2 (1998): 315-338. Elsevier link.