Mine is the lag in Stellaris, and lack of options to let me impact it. Like let me disable the ability for the AI to make habitats FFS!
Progress bars are bad indicators for representing remaining work or time, but it’s a decent indicator that something is still being done. Though it’s uncommon these days, I remember several instances of older games that has stopped loading. Showing the same percent for a minute is a decent indicator that something has gone wrong.
While I don’t care for percent as a displayed number, I do enjoy some kind of indicator showing that the loading is progressing.