Images are cached in memory during your session. So the first time you open the store it's downloading the images and storing in memory. That's why it loads the second time around.
As long as you stay connected those images will remain in memory. Even with 20Mbps you shouldn't have any issues downloading these images as most of them are kbs.
If it's not your modem, which I think it is, I can add a special command you can run after logging in to queue all the images we use in batches and download them to your client slowly over time. This should eliminate your issue. Though, finding the source would be beneficial for you going forward.