Pdf load the whole file to show it to the viewer

Why would a pdf viewer load the whole file before it open it ? and when I moved the website to another server it loaded faster, is this related to the server settings? any idea? I"m using wordpress, and I"ve changed the themes and plugins. PS: I have also a lot of web optimized files uploaded and still facing the same issue. The thing that it works very well in the second server. Just the first server the pdf files take so much time to load the whole file first.