Yeah, I hate to say it, but my first thought was: "Is there no one at the FBI who has ever heard of a CDN or S3 or even Imgur to upload static assets to?" The issue at hand isn't a national emergency (because the attacks happened a few days ago with the suspects apparently quiet) but one of these days, they'll need a more robust way to disseminate info.
While these photos and video are the opposite of confidential, I am not the least bit surprised that the FBI wants to keep the FBI's data on the FBI's servers given the nature of their business.
The website is public. There's nothing keeping them from having using a CDN or other caching service or, better yet, setting up their own caching servers to handle the load better.