In reality it's more like:

  - client requests X
  - server sends bytes 0-2k of X
  - client acknowledges bytes 0-2k of X
  - server sends bytes 2k-6k of X
  - client acknowledges bytes 2k-6k of X
  - server sends bytes 6k-14k of X
  - client acknowledges bytes 6k-14k of X
  - server sends bytes 14k-30k of X
  - client acknowledges bytes 14k-30k of X
  - server sends bytes 30k-62k of X
  - client acknowledges bytes 30k-62k of X
  - server sends bytes 62k-83k of X
  - client acknowledges bytes 62k-83k of X
  - client has received X, which contains a reference to Y
  - therefore client requests Y

It's all about TCP congestion control here. There are dozens of algorithms used to handle it, but in pretty much all cases you want to have some kind of slow buildup in order to avoid completely swamping a slower connection and having all but the first few of your packets getting dropped.