Apologies for the delay :)
I believe you don’t necessarily need to put everything in store. But using it itself is not expensive as well.
For example, Pages P and Reducer R
P1 → R1
P2 → R2
P3 → R3
lets say you are loading P1, then we only need R1, but store will load R1, R2, R3 ie all of them. What if I have a way, I will load only R1, rest of the reducers in an async manner. This in a way will solve to some extent your problem.
Check out this answer by Dan himself https://stackoverflow.com/questions/32968016/how-to-dynamically-load-reducers-for-code-splitting-in-a-redux-application
It is always a choice, using reducer/action has different usages. It itself is a complex topic, I think more of a developer preference who is building it.
Hope my answer helps you :)