Don't do it, kids. I've always alt-tabbed in the middle of loading screens in other games, to send off quick Discord messages, or look up a Wiki page, stuff like that. In this game, and this game only, you'll hang up the loading process, to the point of where you might time out (I've had that happen twice), or it'll take f o r e v e r... I've had this happen with two different computer setups.
Just a PSA in regards to this. Your results may vary.