Games tend to be optimized for framerates so it makes sense to sacrifice load times for that. Of course there are plenty of games that are just badly optimized and could improve both framerates and load times.
Games on old machines also used to have loading screens, remember? They actually sometimes took quite a bit longer than, say, starting PS on a modern machine. I don't think games a very useful comparison in this context, it's more about utility and application software.
