I believe he's referring to the way you can back out of, say, World Tour on RB2, and go to your character screen. There may be a slight pause, sure, but it's not the flat out "Lego Legend - There are no black chicks in Lego World" fact screen you see pop up in LRB all the time.
To go from the main menu to a gig in RB2 = what, one loading screen?
To go from the main menu to a gig in LRB = two or three, at least. That's not counting all the side trips you might make, or the possible cutscene before your gig.