Отвечаю Анониму.

Как я понимаю, имхо, это происходит (Load) потому, что мы работаем не в автономе, а в web-приложении. Когда мы, находясь в интернете, нажимаем на кнопку, то фактически покидаем "эту" страницу и переходим на новую. Поэтому требуется Load: для прорисовки всего что нужно на этой новой странице. Тут логика совсем другая.

В дополнение к сказанному мной по-русски:

Implementing Client Callbacks Without Postbacks

In the default model for ASP.NET Web pages, the user interacts with a page and clicks a button or performs some other action that results in a postback. The page and its controls are re-created, the page code runs on the server, and a new version of the page is rendered to the browser. However, in some situations, it is useful to run server code from the client without performing a postback. If the client script in the page is maintaining some state information (for example, local variable values), posting the page and getting a new copy of it destroys that state. Additionally, page postbacks introduce processing overhead that can decrease performance and force the user to wait for the page to be processed and re-created.

To avoid losing client state and not incur the processing overhead of a server roundtrip, you can code an ASP.NET Web page so that it can perform client callbacks. In a client callback, a client script function sends a request to an ASP.NET Web page. The Web page runs a modified version of its normal life cycle — the page is initiated and its controls and other members are created, and then a specially marked method is invoked. The method performs the processing that you have coded and then returns a value to the browser that can be read by another client script function. Throughout this process, the page is live in the browser.