The Mendix tabs should indeed get some more love and attention from Mendix. But in the marketplace there are multiple sollutions. You might want to take a look at this one
(Controllable Tab Container) : https://marketplace.mendix.com/link/component/204124
IMHO it has everything that the standard Mendix tabs should have.
I believe all tabs are still loaded regardless of which one is shown
I’m at version 9.18.3. And my debugger tells me that all tabs are loaded when loading the page. So this is still the case.
Mendix doesn't load all tabs at once. Each tab is loaded on first opening of the tab.
Per tab you can configure refresh on show; this will force a reload each time when you open a tab. which should only be used when changes in one tab, affects the data in another tab.