My understanding of computers is pretty limited, but the quick loading of checkpoints is because the level you're going to has, during the cutscene, been loaded onto the RAM or installed on the harddrive or whatever, precisely so it can access it so quickly later on. On Club Moderno the only unskippable cutscene is between the club interior and the rooftop because the game is loading that part of the level. Nothing wrong there, it's simply more efficient than loading the whole thing every time.... which would
really piss people off.
Anyway, there is nothing nearly as obnoxious as the opening 10 minutes of MGS4: Walk two seconds, cutscene, walk two seconds, cutscene etc. Our experiences with MP3 are apparently very different. This is probably an "agree to disagree" type situation.