At some point all clients are going to need to deal with too much information per screen.
If you use an Nip-07 extension like Alby and you confirm each web page action individually you can easily see the number of transactions required to populate some of the DM screens. If I have DM'd with 50 people when I load my DM page how many transactions are required. If I display my DM with one particular person and we have 100s of messages it can be a lot of overhead.
Clients will need to provide pagination, filtering, searching to help users not get overwhelmed, find what they need and save some bandwidth.
Please don't take this as criticism of any clients - we are so early and they do so much already. Just an acknowledgement that we have a long way to go as we #grownostr