You can usually transfer all data in two or three large queries instead of 20 small ones. Minimizing the number of queries is just as important as, if not the most important, writing optimal queries to maximize performance.
Of course, you should always analyze query plans and strive for optimal queries, to be small or large.
The fact is that poorly designed web pages fulfill many requests, one for each small small task that can be easily grouped into one request.
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