You will have to set your "Load Options" prior to loading your assembly structure. I assume youre controling all your parts in the assembly including the defining parts for the wave linked enities. See the attached image of the options on the "Load Options" menu. Should you want to load the defined linked parts (Interparts Data) you simply toggle the "Load Interpart Data" on. Ensure that your Load options are correct. I assume that you have the correct loadoptions set and thet everything is up to date - if not you will potentially see some updating of parts taking place if you are loading revisions of of parts that is not up to date with the set load options.
depending on how you have created linked geometry. We don't have the license for advanced linked geometry, then linked geometry can be created always with the parent in the assembly structure, so we don't need this option enabled.
If you have geometry linked, but the reference set excludes the parent component, you need to enable the option with 'none' and performance are practically the same.
If you have advanced linked geometry license and you can create linked geometry with one level or more level, you need to enable first level or all level option and the performance can decrease on how many components need to open.