Are you sure the location of the saves matters for this? I don't think it does.
The save files are very small, it probably takes a few seconds to read them at most. The loading time is for the level itself the game generates. And yes the initial loading time after booting up the game is long, and loading a save is also long.. But that's because of the size of each area is so big.
On the Nautiloid load times are super short, because it's tiny.
