RetroGaming

To expand on what the others are saying here, cartridge based systems load quickly because they are more or less directly accessing the data in the cartridge as if it were memory. In fact, in many older systems the cartridge storage area is mapped directly into the memory (RAM) address space. Disk based systems need to sequentially read data into memory temporarily in order to use it for anything, and are inherently limited by their small amount of memory so they can't load anything even approaching the entire contents of the disk at once, and they also tended to have slow drives in order to make them cheaper. A Playstation 1 has 2 megabytes of memory but a CD can hold somewhere in the neighborhood of 650 or 700 megabytes of data. There's no amount of programming trickery that's going to get the entire game into memory all at once unless your game is hilariously small, so the system is going to have to pull the parts of it needs off of the disk as it needs them, which necessitates loading screens.

Meanwhile a cartridge based system can access all (deliberately leaving more complicated topics like bank switching out of the conversation, here) of the data on cartridge more or less instantly.

Things are starting to come full circle here a bit with the Switch and Switch 2 which are indeed cartridge based, but have to load as if they had a disk because the data on their cartridges is both encrypted and compressed, so it can't be used directly off of the card like in the good old days and instead has to be unpacked and copied into the system's memory first.