What you're describing makes sense to me. Loading 6000+ images when the project is first opened and then the first time it's previewed will put a fair amount of load on most PCs. Bear in mind that the first time you preview your project, Construct builds spritesheets in the same way it would do so for export. That process only needs to happen once per session, unless you change your spritesheet size in which case it needs to rebuild them.
A few things worth doing, if you're not already:
1) Make sure you're working with a project folder, not a project file.
2) Add your entire project folder to your anti-virus program's whitelist.
3) Pause or disable cloud syncing if you have it (OneDrive in particular occasionally kills file read/write performance).
4) Use the desktop version of C3. I've found it runs a little faster in general.
5) If you have the option, move your project folder to an SSD.