ScriptResource.axd contain all scripts that are used by the widgets on a page. When the page is requested the scripts are cached and reused from cache when requested(cached in browser and download only one time). Sitefinity uses script combining that wraps all scripts in one big file rather that having to make more server calls for each script. This can be turned off, go to Administration->Settings->Advanced->Pages and set combine scripts to false. however this will make more request to the server.
ScriptResource.axd loads embedded scripts from Sitefinity assemblies and there are lots of scripts loaded. We are aware this makes the page size bigger and we are going to optimize the scripts loaded from ScriptResources.axd so that page size can be reduced.
Alternatively you can try minifying the scripts. Here
is a related article for this.
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