I have made an analysis of the speed of my website with Page Speed Insights, and an advice the tool is giving me is :
"For stylesheets, consider splitting up your styles into different files, organized by media query, and then adding a media attribute to each stylesheet link. When loading a page, the browser only blocks the first paint to retrieve the stylesheets that match the user's device. See Render-Blocking CSS to learn more. Build tools like critical can help you extract and inline critical CSS."
However I have always read that this practice wasn't good because the browser was in fact reading all the CSS files, even if it's not targetting the good width.
What is your opinion about it ?