There is nothing counter-intuitive or julia-specific about it:

Fastest way is to have your datastructure in a (virtual) register, and that works better with immutable structures (ie memory2ssa has limitations). Second fastest way is to have your datastructure allocated on the heap and mutate it. Slowest way is to have your datastructure allocated on the heap, have it immutable, copy it all the time, and then let the old copies get garbage collected. The last slowest way is exactly what many "functional" languages end up doing. (exception: Read-copy-update is often a very good strategy in multi-threading, and is relatively painless thanks to the GC)

The original post was about local variables -- and const declarations for local variables are mostly syntactic sugar, the compiler puts it into SSA form anyway (exception: const in C if you take the address of the variable and let that pointer escape).

So this is mostly the same as in every language: You need to learn what patterns allow the current compiler version to put your stuff into registers, and then use these patterns. I.e. you need to read a lot of assembly / llvm-IR until you get a feeling for it, and refresh your feelings with every compiler update. Most intuitions are similar to Rust/clang C/C++ (it's llvm, duh!), so you should be right at home if you regularly read compiler output.

Julia has excellent tooling to read the generated assembly/IR; much more convenient than java (bytecode is irrelevant, you need to read assembly or learn to read graal/C2 IR; and that is extremely inconvenient).