In the past people had internet trough 56k modems, they couldn't load all those images. So the warning. It does not need anymore now adays cuz 99% has a good internet connection anyway.
(56k = slow modem short little history: before there was fast internet what we have now, there was a slow internet over "56k modem" the loading pages took sometimes like 5 minutes.) now short answer: people use term "56k warning" for usually for big files like pictures for slow webpage loading, cause of huge pictures.