There is a CSS file being loaded for the lists on all pages, unfortunately. WordPress doesn’t provide a way to add styles only when a shortcode is present on the page. Loading javascript is different, as we can check the content before adding it to the footer. Since styles are loaded before the content, there is no way to check unless we load them in the footer.
There are some plugins out there that should help, though: https://wordpress.org/plugins/wp-asset-clean-up/
Hope this helps 🙂