Had this happen recently with Rogue Trader, it was taking so long to load the assets and stuff I alt-tabbed then came back later and stared at the screen for a good long time before I saw the, "press any key to continue..."
I'm using a software that sometimes throws an info requester when loading a project. And this requester can occasionally end up in the background, depending on what I am just doing. The other requester "Loading Project XYZ" meanwhile stays in the foreground and does not proceed, as it waits for the other requester to come back with an OK.
Whats the point of those screens anyway? I just started the game and waited for the loading screen. What else do you think I would want to do but continue? Oh, yes, nothing, because it is literally the only option. Then just send me to main menu right away instead of wasting my time
I read somewhere that it was a compliance requirement for some consoles. The player has to be able to interact with the game after X seconds or something, and that screen gives you a chance to push a button before seeing more cutscenes or something.
I wouldn't be surprised if that was a requirement for older systems that got carried over because tradition. Like, an arcade game wouldn't go to the next screen just because you put a quarter in it, it waits until you hit a ready button to confirm you're ready to play the game.
The thing that often gets me is when it's a screen that's entire purpose is to show you the loading symbol (so you know what it looks like and not to shut off the console during it) and you just click to continue.
So in this case I typically notice just the symbol and an waiting for it to go away on a screen where it will never go away.
I think Persona 5 Royal and/or Yakuza: Like a Dragon are examples of games that have this when you first start them.