You close them before closing Opera.
No, simply no. Session is for a reason, which is to continue where you left off.
I don't see a point in loading tabs before activating them.
Where did Opera's policy go?
I mean what about traffic savings?
What about Opera Turbo, which is now gone from menu and is available only from options page?
I pay for each GB of traffic, so my suggestion is to give #extended-lazy-session-loading option back, or even put that functionality to options page as "Don't load tabs until selected".
Otherwise I'm forced to use another browser on my laptop. And I'm sure it's not only me.