The KOFs are way worse since they load three times as often. The Neo CD isn't as bad as people make it out to be. And no, I'm being one of these fools standing up for shit like 3DO or Jag when I say this. Seriously, Neo Geo CD isn't that bad. Its a bummer for KOF98 since often more time is spent loading than playing, but for stuff like Metal Slug 2, where the play time between loads is much longer, the Neo CD is a good alternative to expensive AES carts or even Saturn conversions. Of course MVS is the best choice, but most people just won't do that for some reason.
Honestly though, the thing with load times is that we get more and more used to them. Its amazing to think that people ever complained about load times on PC Engine, the vast majority of which are less than 5 seconds.
As time goes on people will seem to tolerate more and more. Test Drive Le Mans on PS2 loads just as long as any Neo CD title, where as the DC version only takes about half as long. Certain XBox games load like a mofo as well.
What I like is that most 1st party Nintendo games for GC, and what I've seen of Wii, have very little load times. I've never played Metroid Prime 3, but Wii Sports and Warioware basically don't have any load time. GC stuff like Mario Kart Double Dash, etc also has no load time, and I have to think that this is a conscious decision. I wish other developers/publishers would consider it.
What pisses me off is to see load times in PS2 conversions of 2D fighters like Neo Geo Battle Colosseum or Fist of the North Star since the same sorts of fighters from the same companies had zero load time on DC, and often even on the Saturn.
MSHvsSF on Saturn=zero load time. Fist of the North Star on PS2=I've forgotten which character I picked by the time its loaded.