From the behavior you describe, it seems you have disabled location services, either entirely, or at least for Photoshop Express. To be able to browse all the images in your Camera Roll smoothly using our full screen browser (we call it Review mode), please re-enable Location Services for Photoshop Express in your main device Settings. This is actually a requirement by iOS, not PSX -- other apps would behave the same way, if they want to access your Camera Roll. By enabling Location Services, do not worry that Adobe is tracking you somehow -- that's not what we do, or what enabling Loc Services is about.
iPhone photos are generally captured with location info recorded. By disabling access to location services for Photoshop Express or other apps, you’re telling iPhone OS you want to restrict access to personal location data, even if it’s a matter of geography metadata recorded in your photos. One at a time access is OK because it must be intentional. Unfettered access to your camera roll not allowed because it could be seen as compromising your privacy, though Photoshop Express is not tracking your location data and only wants access to your camera roll for smoother browsing of your device images. I believe you’ll easily see this with other apps that also access the camera roll.
I looked for more info from Apple to share, and this turned up: http://support.apple.com/kb/HT4995
It doesn’t exactly speak to your question though. Developer pages from Apple regarding iOS APIs might turn up with a better search, and provide more info for you.