I guess the main reason is still the assets, so it affects the first time loading but the second time is OK. Installing an app on Google Play does have some differences than directly downloading the app through the build QR code.
Meanwhile, I noticed that some of your images were text that could be easily replaced with the Label component, and sound files that could be replaced.with TextToSpeech. Please use built-in components to replace them.
Also don't forget that you can use a URL as a source for Images, Players and Sounds. You can upload a sound or image file in Google Drive, share it so that anyone on the web can view, and copy the share link. In you blocks (not in the Designer), set the Image/Player/Sound 's Picture/Source to the URL.