There's a slight delay after the VR helmet comes down over the face while it plays music - enough to scroll away if you don't wait or you have it muted. Can you check to see if it starts after waiting ten seconds? (Shouldn't take ten seconds)
If not, do the other options work when you press Z?
Yes. It's not loading, it's pausing for dramatic effect while a sound plays. It probably just needs a bit of animation to indicate that something is happening.