Some games have the binaries compressed... to patch them it probably has to load it, decompress it, adjust the header and then patch it (it could account for the extra progress at any rate, decompression&patch vs. just load&patch).
edit:/ forgot to mention, M3DSS and R4 both save games directly to the SD card, so it definitely isn't save loading that causes an extra progress bar.
But the save is only 512k, it wouldn't take that long to load that small amount of memory.