Ahh ok that makes sense. Whenever I hear about loading issues I think back to Metroid Prime 1. It would hide loading times for new rooms behind the functionality of its doors. Whereby, you'd shoot the door to try open it, and it'd sit there idle until the next room was fully loaded, then it would open up. Hide loading times behind the guise of a malfunctioning door (considering the environments in Metroid, this made perfect sense).
Dunno if that example is of any help, but if you wanna keep your big sprites then there could be a way to sneak loading times behind something that seems normal/immersive for the game world.