The seemingly random loading screens are because the game doesn't necessarily load the entire room at once.
Wow, once you're better at the game you start seeing those loading screens way more often. Tonight I had a weird experience wall-jumping between two rooms. I made the jump into the new room and got a loading screen; that broke my rhythm, so I slipped and then got a loading screen for the previous room. And then one more for the new room as I jumped back up. Granted, one of them was a boss room, but even so... very sloppy to let loading take place there.