Do a forum search for AWS. In fact: pro tip to most new entrants. Do a search. I’m not having a go at all - why not ask a question? But many topics get recycled in times of FatShark inactivity.
There’s a post about … maybe 9 months ago? They use AWS instance servers to spin-up and spin-down instances to host each level. The Mourningstar is a ‘level’ - albeit obviously one with no end point. It takes so long because it’s either creating that, or connecting you to that instance.
Each of the functions on the Mourningstar links out to a separate function that you can actually access independently of the Mourningstar instance. Go get the “Psych Ward” mod on Nexus Mods to see this in action. I think it might be one of the best mods out there, certainly for single player PUG play. If you’ve a team-mate buddy (or more - lucky you!) then at least one should log it to save oddities with the mod.
Anyway - it’s actually a pretty cost effective way of managing this centrally. I do suspect that in the coming 6 months they’ll push this back out to P2P like Vermintide 2: so that the players “foot the bill”. It’ll degrade some games with people with ‘lesser’ internet, might improve it for those with high end (likely Scandinavian broadband - 
boo hiss), but inevitably will take the cost burden off the FatShark purse.
(*edit re-found the insight by @ggg Scam with spot instances)