I've been on an SSD drive for years and I honestly don't even pay attention to the load screens any more. Now I'm on an M2 drive and it's more of a "teleport successful!" message than anything else. Literally takes 2 seconds to teleport to most zones; Limsa took me 4 seconds. Of course, teleportation isn't the same as a fully connected zone.

But seriously - take a look at how far apart some zones are on the overworld map. Those used to be tunnels in 1.0 and if they were to connect the zones into a seamless, walkable path, it would be 5-10 minutes of jogging to get from Middle La Noscea to Eastern La Noscea. If we could fly, much faster, but it's still extremely boring terrain with no reason to bother including it. The loading screens are comparatively a mercy.

The only argument I agree with is recombining the cities, but if having them as separate active zones lets them stuff twice as many objects in each zone, I'm still okay with that as well.