after that the avatar exits and reaches another "larger" map.
is this limit set for loading new images or only for limiting the tile-map array size ?
Bit of both, but mainly the second I'd say (going from experience coding the GBA). Since the consoles actually had built in support for tile rendering they have a section of ram reserved for the tile map, which is limited in size (and varies depending on the draw mode). Typically max size is from 256x256 to 1024x1024.
Also, loading in images while running is much simpler on these consoles - the data just has to be streamed in from one place on the catridge to the vRam, no modification needed so DMA method can be used.
For your app, just load everything at the start of a level (and try and cache images already loaded from the previous one). If you find thats not working then you can rework it later.