At least the reason that seems plausible on my computer...
After expanding the gallery page about 5 times or so, it really starts to bog. Not sure how it's generating thumbs, but it's sloooow. If anyone is experiencing the same as I am, clicking "load more" becomes much less inviting after that.
If it's possible it might be better to just have the server generate a fresh page, and allow paging forward and back. That way it limits the number of thumbs and whatever is going on with their script, and isn't so taxing on resources and memory. In my opinion the ever-expanding page concept that works well for text just doesn't seem that well suited to some other types of content. Some browser & computer combinations just don't deal well with it.
Also it might be nice to have some random browsing pages. Instead of most current or favorited. Other art sites have that, and it helps even the most back-page oddball content get a few more views.