It's because of the size of the game combined with the slow hard drive inside that X-box of yours. I put D2 on an SSD drive for ShadowKeep and it's amazing the difference. Menus instantly pop, previews appear, weapons comps, etc...... It's not as fast as when I'm on PC but it's pretty close. Amazing what an SSD can do, however they can be a bit expensive so I realize this is not a solution for all.