As you’ve correctly observed, lightboxes can be slow to load. I wouldn’t suggest doing this for all of them, but it could help for some. Turn this crappy situation into a chance to speed up your site and improve your UX 
Instead of lightbox, use boxes pinned to screen(you can set to show on all pages if need be) that are hidden or collapsed on load but which you can call with code. Wherever you can, especially for simple messages, try and make the code dynamic so you can cut down on the amount of clutter in the editor and reduce loadtime. i.e. if it’s a simple message and button, change the text or html and link properties of the items.