They pause because they aren't multithreaded and they are waiting for the OS to mount the CD then read it. I don't know of any good file explorers that are written closer to the metal to avoid delays and the like. It probably could be done.
One of the problems in Windows is that file meta data gets read (size, read-only, EXIF-type info, etc.) and that is very time consuming. Other systems get around that by only reading the file name to start, which doesn't truly solve the problem, but works around it.
I think that to get beyond this, we pretty much need to wait for Microsoft to come out with their new file system. That might do it -- not too sure though. It is completely different from any other file system. Right now file systems are all pretty much the same. MS's new one is supposed to be a sort of database. I don't know how normalized it will be, or any of that, but I'm sure you can look it up.