You are getting the error message on the video because after refresh of the page with (../Action/InEdit in the url) Inline Editing mode is enabled and not yet fully loaded when you click exit editing.
The problem with the first time you click page control is that the whole page is checked out for edit, meaning that it doesn't matter if you click a content block or image control for the first time. Once checked-out each time you edit the controls they will load fast.
We are doing this the first time page control is edited, because you may never actually get to edit one, and checking out the page when Inline Editing mode is enabled will be pointless as you may be editing content items only, so I may say that this is by design what is happening.
PS: The first call to the service is made to "/RestApi/Sitefinity/inlineediting/configuration", and is made when you enable Inline Editing.
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