You may be right, but I really can’t see any logical reason to have it there. I don’t know if anyone else can. Or perhaps Asobo themselves would actually like to explain it.
Often in software development, there is a point where you want to give the user the option to exit, rather than initiate a lengthy load etc. And often there is a time limit, after which the default action is carried out. Sometimes there will be an informative message, for example “do not disconnect your satnav until loading finished”, which needs confirmation the user understands a requirement. These pauses have logic behind them.
Having to “Press any key”, when no other option is available (for example to exit), and no necessary information is given, is a nonsense. All the you can do is tell the sim to carry on.
It takes about four minutes for my system to load the sim. That is time to do something useful, get a cup of tea, put the cat out, etc. Two periods of two minutes each is not so useful, so I generally have to sit and wait. If there is a good reason, I would accept it. If no-one (not even the developers) can tell me what this reason is, I for one will continue to push for it to be removed.