HTTP/2 helps with that but the total size still matters. This is particularly relevant for resources like CSS which block rendering – even with HTTP/2 making it less important whether that's one big resource or a dozen small ones, the page won't render until it's all been transferred.
https://github.com/filamentgroup/loadCSS#recommended-usage-p... has a rather nice way to load CSS asynchronously in browsers which support rel=preload.