The trick is that when the loading page ends, you are launched instantly into the code of your app. If you then decide to start loading lots of media in taking many seconds, then you get a noticable empty screen. The trick is to add a load and render instruction at the very start of your code so you have something nice to look at while your media is loaded for your app. Something like:
CreateSprite ( 1, LoadImage ( "loading2.png" ) ) : Sync()
Just drop in a loading2.png image file into your media folder and where you would normally see a white screen you now see a nice piccy.