Hi @KoalaStamps, happy to welcome you to the community! 
I see what you mean, and I’m really sorry about the inconvenience. While the images are cached in our widget, they aren’t preloaded. In fact, preloading all images isn’t ideal, as it could negatively impact the widget’s performance before it even opens. However, loading thumbnails incrementally could definitely help improve the experience.
I’ve gone ahead and created a feature request in our Wishlist on your behalf: Add partial (progressive) thumbnail loading in the popup. Hopefully, other users will find it useful too 
Let me know if you have any other questions!