What makes you feel that react-router encourages this?
Redux encourages loading data like that, and the easy way to use Router makes it easy to do that - all URLs get sent to the same backend view to render the app, then the frontend takes the URL args and triggers ajax to get the data. During that interim when the ajax is running is when you get this empty-data state.
For every consequent page transition the performance is actually slightly higher than a full page load since (a) you're probably only fetching JSON instead the entire resulting rendered HTML and (b) you don't have to load the app code any more.