Maybe you should display something (a message with a progress bar for example) that doesn't need any resource stored in a file while loading a few files when the end user launches your game. You can still improve texture loading but imagine that you have to load a lot more images, you'll need to indicate that you're loading something instead of just showing a black screen.
I fully agree. Even if he got texture loading down to a few ms, he'd eventually reach a point where loading all his textures takes noticeable time. Unless of course his game consisted of a dozen or so images total. So a loading screen is more or less inevitable no matter how fast you load your textures.