This doesn't work well in apps but games do incredible things to hide that state; and it's partially a consequence of avoiding a patent on minigames inside loading screens.
e.g. back in the 90s with Resi 1, the loading screen was hidden by a slow and tense animation of a door opening. It totally fit the atmosphere.
Plenty of games add an elevator or a scripted vehicle ride, or some ridiculous door locking mechanism that serves the same purpose without breaking immersion, especially as those faux-loading screens can be dynamic.
It's pretty much the exact same technique used in cinema when a director wants to stitch multiple takes into a single shot (e.g. that episode in True Detective; that other one in Mr Robot; all of Birdman).
