Your question is not related to Hugo as it is about JS.
However deferred loading of the Disqus comments is a privacy feature (there has been at least one topic offering a techique to achieve it).
Disqus comments come with user tracking and if the comments were loaded on a page by default it would not be compliant with the privacy regulations (GDPR) in the EU.
I am no fan of Disqus because of their mining user and visitor data and also I find the ads they serve of the lesser quality type. I would really not want to associate my content with such a service.
There are better and more privacy friendly commenting services out there like: Isso, Utterances, Talkyard or the new Welcomments -that offers pre-rendered HTML static comments-.
Also there have been forum topics about these services, so if you perform a forum search you may find instructions about setting them up in a Hugo project.