Whenever a game loads, we indeed have a loading bar, but unfortunately, that loading bar stops sometimes for a long period of time. Therefore, we cannot see whether the loading process still works or is freezed. How about making the loading bar more meaningful by displaying smaller steps? They should be small enough to let the loading bar not to be seem freezed.
(e. g. loading level data a of b items, loading tilesets a of b elements, loading music a of b files and so on)