It is strange..
Before clicking on the scene, move your mouse pointer to the file and read the info tab to see how big the scene is. They will be somewhere in the 9 to 30 megabytes, depending on what you have in that scene. If you have a great deal of props included, try minimizing them by removing some and only keeping what you will see in that scene.

I only load into a scene what will be seen during a render and this keeps my loading and renderig times down significantly.