I've stopped using Disqus on my blog for exactly the reasons described. I've switched to https://commento.io/ and the site started loading noticably faster.
Every time I see Disqus on a site I wonder why people use it. The page load lag alone is bad enough.
It's free, easy to integrate, many people already have an account. Those were the reasons for me. But in the end, the drawbacks were enough for me to remove Disqus.