Accounts with years of activity hold more records than is practical to load at once.
What happens
Each request returns at most 100 records, so a 1,000-record target means at least ten requests. The progress readout shows how many requests have been made, so the cost is visible rather than hidden.
A better approach
Load 100 first. It shows the shape of the data and tells you whether more is worth retrieving.
Then narrow by date. If a specific period matters, searching that period directly is faster and kinder to the archive than loading everything and filtering afterwards.
Use Stop. Stopping keeps what arrived. The result is marked partial, which is accurate.
Why not just load everything
The archives are free services. A tool that made it trivial to pull enormous histories on a whim would degrade them for everyone, including the researchers they exist to serve. For genuinely large-scale work, the published data dumps are the right tool.