I don't know if anyone have the same problem, but the Learn Tab takes ages to open, my connection isn't the problem, I can watch HD streams with no delay.

So, I came with a solution, put at least the "home pages" of the Heropedia as preloaded into the game client, you will only need to download the heroes pages (with the videos and skills descriptions), Items and the Heroes only changes in a update, so, there is no reason to download every time I want to see it.