Multiple files vs. 1 file?

[loki_racer]

I am just starting to develop my own UI and have a question. I have noticed that other designers keep the graphics for many of the elements in a couple combined files as opposed to having tabs in one file, borders in another, and so on.

Does this help with load time(since the system only has to store 1 large file as opposed to 2 small files)? Or is it just a preference of the designer?

Thanks