Suggestion as a compromise between those who don't want to wait for more than 5 seconds when the event history opens after loading the game (or returning from tech tree/GE/GvG/whatever) and those who want to aid quickly:
I think it is a relief for those who "load the game and...... wait...... wait..... event history finally opens", that only the first page is loaded.
On the other hand: When someone selects one of the filters (e.g. "aid events", or any other filters), it seems likely that he wants to page through at least several pages of this type of event. So it might be useful (and better for the event history aiders) to load the complete list of the event type at the moment when a filter is selected.