Streaming/Downloading Files from Cloud providors should be a non-blocking background event
I imagine both MacOS and Windows provide some information about whether files are available locally or remotely. In either case, it would be beneficial for performance if InDesign did not block the interface while it was trying to open files that are not returned within a specific frame window (under 100ms seems reasonable).
When a delay is encountered, draw the proxy or frame shape (if no proxy is available) and overlay a cloud or disk icon and some indication of loading progress. This would go a long way to directly communicate that InDesign has not crashed or otherwise failed in some way and that efforts are underway to load the files on canvas. This would also mean that scrolling to or past a page wouldn't lock up the interface when external files needing to be loaded.