Lists should always show the new list options page, not keep trying to load lists you've closed.
When navigating to Lists in web view it pre-loads the last used list, presumably from cache, even though you've closed it. This ALWAYS causes a delay in the New List options being available. If the last list was a large one this can be several minutes. See screenshot - I closed "New list" 1 and 2 but they're still there. It got stuck loading those while I just wanted to work on list 3 (these were lists generated from clicking on email results in Marketing > Email).
See also idea #6283