I'm gonna put it like this. Since you are using uncompressed "real HD" images osu! loads the whole file (including all the saved fully transparent pixels) while loading a spinner. Your spinner-metre.png alone is 2,7MB in size and puts a much greater processing power into it as opposed to a compressed version with a size of 140KB of it. Since you didn't chose to compress most of your files all these transparent pixel values are saved and take too much disc space. Compressing some of the images results in removing most of the transparent values and drastically reduces file size. The skin size is around 84MB uncompressed. Compressed it would be aorund 35MB and puts less power into processing.
I'm not sure if I understood the compression process right but maybe this will help.
IF you are not sure I uploaded a compressed version of the spinner-metre and can check if you still encounter this problem: