So if it’s resource-heavy (textures and so on) then it may take a while
I’d say, step one is to measure if it’s a problem.
I’d recommend using load async, so that you don’t have any stalls on any loading screens.
But yes, it’s generally recommended to only put the resources you need into each collection
(e.g. think “level1”, “level2” and so on), as opposed to loading one mega collection containing all levels.