You can usually bring all the data in two or three big queries instead of on twenty small ones. Minimizing the amount of queries is as important as, if not most important than, writing optimal queries to maximize performace.
Of course you should always analyze the query plans and aim towards optimal queries, be them small or big.
The thing is that badly designed webpages do many queries, one per each tiny little task, which could easily be grouped in a single query.
For example, a badly designed stackoverflow could do a query to get all the question ids it will show on the main page, then do one query per each question to get the summary and the votes. Then you have easily 20 useless queries. A well designed will do a single query getting all the information about all the questions it’ll display.
Of course the impact of this all is reduced with good caching, which is what all big sites do, that way you actually can do a lot of queries and still get decent performance.