After doing a little testing it looks like it you have tabs collapsed that contain sub-grids the loading of the sub-grid data will be deferred until the tab is expanded. Tabs with just fields all still get loaded just the same.
I captured the network requests when I loaded an Account record, with the Contacts tab expanded and with is closed. Expanded there there were 214 requests made while closed there were 213. The difference was the request that populated the contacts sub-grid
which I saw get called when I expanded that tab.