Depending where you are when you load the game, you could be attacked shortly after joining. By having that, even if you start the game loading and go do something, you don't have to worry about that. It is especially helpful if the game is starting right before horde night starts. Yes, it does mean you can't just start the game, leave, and when you return you are already fully loaded into the game. But I think the benefits outweigh having to wait an extra 5-10 seconds to finish loading the last little bit into the game.