For me the web, granted with an ad blocker, nowadays feels snappy. Some pages are indeed bloated but ironically these sites are more often than not the types with nothing but regurgitated blog spam.
Even with my first broadband connection I remember the web to be a lot slower in the past. Actually sitting and waiting for images to be loaded in line by line for example.
I do agree that webpages could go on a diet making our current situation even better I do believe the feeling of a faster web is an false memory out of a nostalgia of a simpler time.