I cannot be the only one browsing my inventory, quests, bounties or changing mods while travelling or queuing for activities. I think being interrupted by the travel is one of the most annoying situation in the game by far 😆. This should be a seamless and transparent experience, maybe with simply a banner saying we arrived at destination or the activity is now beginning.
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This has been talked about before. The pulling out of menu during loading is to prevent bugs/crashes of having the menu open while loading into an activity. Something to do with the way the engine loads things and memory I believe.