Visio 2010 loads file from SharePoint site several times when called using API?

[Nikolay]

When I open a document from SharePoint library using Visio 2010/2007 API (Documents.Open),

Documents.Open "http://mysharepointsite.com/Diagrams/MyVisioDiagram.vdw"

Visio downloads the same file from the SharePoint 3 (!) times for some reason:



When I open document using UI (File -> Open), Visio reads the file only once.



It seems that no such issue exist with Visio 2013 (file is always read once)..
Maybe I am missing something here (or have some configuration/security issue in SharePoint)?
Why Visio downloads drawing data 3 times  when called from API and is there a way to avoid that?

Thank you in advance!

P.S. All queries were recorded using Fiddler.