Interesting, though how many frames can construct 2 handle?, because I am hoping to make one with 500 stages and they are puzzles and story boards and menu screens.
As much as possible but it will take longer to load the capx file and make events since when you modify the project, all the layout must be refreshed, so it will increase your time at developing, but as for playing it, its no problem, C2 only loads in memory the current layout. I made a game with 50+ layouts and it work perfectly!