So how you feel about this depends on "how often you use the app". If you only plan to visit that one page, ever, then it's not a great tradeoff (though 700kb -- no idea where you are getting 4MB from -- of images is basically nothing on a webpage these days). If you visit many discussions and many pages, it's a win.
In other words a single discussion doesn't need 4000 comments, you just need to read 4000 comments across all discussions all time. I'm not sure your math is correct here, either: I just visited meta.discourse.org in incognito mode and I see about.. 700kb of javascript?
I'm sorry but I don't know where you are getting 4 megabytes out of 700kb. See above screenshot.
Answering Macha, below:
- Your chosen example is missing http/2 so requests aren't batched
- Discourse homepage by default shows user avatars for each participant, up to 5 in each topic, so there will be "more images"
I suggest testing with meta.discourse.org (hosted) or discourse.codinghorror.com (self-hosted) to make sure you're looking at apples to apples, and properly configured sites.