Definitely. Though with small modifications, you should be able to have your cake and eat it too:

http://www.olark.com/spw/2011/10/lightningjs-safe-fast-and-a...

...this technique begins downloads immediately, but still avoids blocking window.onload (just ran a brief test myself to verify this behavior). Unfortunately, it requires the third-party provider to adopt LightningJS. Here's to hoping that more providers take notice :)