When a browser renders your web page, it must first download your cascading style sheet (CSS) in order to understand how the page must be laid out.
If your CSS file is large, it may take longer to download and for a customer's browser to read, in order to render the page. If this takes time, it slows down the rendering of a page and makes the page loading slow.
Your web developer should make sure that the CSS file is relevant to the page being loaded and does not carry superfluous instructions not related to the page. If the CSS can be included on the page (inline) then this will load a page faster.