RetroGaming

The Gameboy Advance is a little weird, but most cartridge-based game systems featured little to no boot or loading time because the ROM chips in the cartridge are attached to the CPU the same way the RAM does (electrically speaking), and has similar performance. So game data, things like textures, sprites, level data, audio, are just...accessible to the CPU already. It has to do a very brief initialization to set up some variables but other than that everything is just ready to go.

On a disc-based system like Playstations, the game data is on an optical disc. So the game has to be read into memory from the disc before the game can start. That takes time, hence boot times and loading screens. PCs are similar, it takes time to load the game data from a hard disk or SSD or optical drive or diskette into working memory. Fun fact about this: CD-based games usually stored the background music as red book digital audio, so the console would load game data into memory, start executing it from there, then the optical drive just starts playing the disc like a normal CD simultaneously, which 1. allows the background music to be very high quality and 2. completely frees the CPU from that task.

Another fun fact, on at least some consoles it was possible to add additional RAM or even sound or graphics accelerators to the cartridge. Super Mario Bros 3 on the NES has additional RAM in the cartridge, Star Fox on the SNES has a 3D accelerator chip.