It is possible that consuming all of the content from a paginated source could fill up memory and slow things down I guess.
The problem your loop has is that you are resetting the value of page to 1 every time you reach the setPage Variable node again.
I thought it would be generally useful to have an example of how to set up a loop like this, so instead of posting it as an answer here, I made a Tips & Tricks post at: Incrementing Your Own Loop Variable
Take a look and see if that helps you get things working.