The menus in game for warcraft 3 all loaded instantly. He's refering to the awesome slide of the chains and stuff when you log onto battlenet, before you get into the game. I can understand why you could get frustrated from that, but i don't think it needs to be INSTANT transitions. I think a really fast transition is perfectly acceptable.
I think sometimes people can get overzealous and say that they don't want something in a game, without realizing that it would actually improve their overall experience. In this case, it would take a well designed menu screen that looks pretty, and at the same time doesn't annoy you when clicking through different parts.
