I have never in my career spanning decades have I had to ask a server to send me a dataset so large that it "most tables in the database on first page load".
In what use case do you run into that?
I'm lead and an architect on an enterprise application at the moment that drives the whole company. It's your standard configuration, front-end, APIs, SQL. The system requests what it needs to fulfill only what functionality the user is dealing with.
Earlier in my career I was dealing with large enterprise desktop applications that talked directly to the database, with no centralized API. Some of them had thousands of individual desktop clients hitting a single multi-tenant SQL server. No problem, SQL Server would handle it without breaking a sweat. The bandwidth to an indidual client was fine. It was fast. And that was 20 years ago.