From GTA BOOM: “If you’re a long-time Grand Theft Auto Online player, you are no stranger to loading screens. The game has always been known for long loading times, which are especially egregious to the point of infamy in the multiplayer mode.
Now, one person has decided to dig into the game code, find out why this happens and work out how to fix it.”
Source: N4G PC One Guy Solves GTA Online's Loading Issues