This is the restaurant equivalent of : "We are at an all you can eat buffet, let me take 10 plates even if I only realistically will eat 4, so that if I want any more I don't have to stand up again".
While the other way (loading each image as you view them, or lazy) is functionally equivalent to waiting in line for each separate dish, which isn't quite so fun.
Maybe gallery sites could consider offering a preference to load all images upfront if you intend to view them all.
A good example would be housing sites, where viewing higher quality photos of each listing is a primary use case.
