I thought it might be a good idea to have the Loading Screen show the Gate Map, instead of absolutely nothing.
Right under the top Depth Display, the floor you're leaving, should be the image of the map of that floor. It should show the path you're basically going to take (Unless it changes mid-travel...can it do that?), and just not show the alternate paths because you're not going to be worried about them anyway (It should still show the boxes and what not though).

I just thought it would be a good idea, so you have something to think about while it's loading. "Oh the next 5 maps are all Arenas..."