Hi Ankush, 

when we use Load-DataPage method, system uses background thread to run asynchronously with the main thread.

• It is not queued to any Agent (Because if it queues to Agent, then there will be a lot of dependency for your program on the agent and we also have to ensure the agent is running and will be returning the result with in microseconds.). 
• With respect to requestor, as per this post https://community1.pega.com/community/product-support/question/load-datapage-requester-type looks like it creates a requestor of batch type. 
• We can also configure Connect-Wait method to make the active thread wait for the background thread to complete successfully to proceed further. 

Also, it is the same behaviour when you invoke Call-Async-Activity. When you invoke any activity using this method, you can only use 2 methods i.e., Load-DataPage and Connect-Wait, which makes it an option where you can create an reusable activity to group and load a set of data pages.  

Hope, this helps.