It isn't just your canvas loading in if you have UI set up in your load scene, it will also be loading all the resources that are referenced in that scene as well including textures.
The key here is control, as a programmer I like to have control over what the player sees as much as possible, that initial load into the first scene is a period of time where I only have limited control over what the player sees: a static image. So I like to minimise the time that the static image is shown and instead load in a super small start up scene, I then show an animated load screen whilst everything else loads in. This is a better experience for the user because they can see something is happening and that the app hasn't crashed.
Does that make sense?