what is logic behind 'Loading' scenes in all games ?

I am making my first game, its a tower defense, using Unity game engine, and taking Fieldrunners as a reference. I would like to know what is the functionality behind ‘Loading’ scenes in all games.

Up till now in my game I am instantiating/creating objects at run time, and I am not facing any delay issues on it. So what ‘Loading’ scenes are for ? Does its functionality has instantiation of specific objects for that round or stage, if yes why I need them if not getting any delay troubles ? any unity functionality/procedure commonly followed by unity ppl for my query ?

In a small game its okay but in a game with LARGE scenes which take time to load you ll need loading scenes people will think the game is stuck otherwise

If you dont have delay issues you dont need one :wink: Even angry birds doesnt have one :smiley: