There's no point in removing loading screens when we just teleport everywhere. Removing loading screens wouldn't affect teleporting, it would affect walking from one zone to another which other than in a city, you only do while questing at the start of an expansion.

Even in a city, you can teleport around with the aethernet so we would still have loading screens. It's already been pointed out how fast teleporting actually is with an SSD, even by SE themselves who have a video of the load time on a PS5.