Based on my understanding, the actions in that event is exactly what the Construct does regardless of if you have the load layout images action there or not.
When changing layouts, the engine will load all images on that layout into memory.
The key is, if there are no instances of a particular object placed on that layout in the layout editor, it will not load (I think), even if you have the loat layout images into memory action. If that object is then created later, it needs to be loaded at that time.
So if you create a lot of objects on a layout that you didn't place in the editor, the engine did not know to load those ahead of time when switching layouts.