Had this happen recently with Rogue Trader, it was taking so long to load the assets and stuff I alt-tabbed then came back later and stared at the screen for a good long time before I saw the, "press any key to continue..."
I'm using a software that sometimes throws an info requester when loading a project. And this requester can occasionally end up in the background, depending on what I am just doing. The other requester "Loading Project XYZ" meanwhile stays in the foreground and does not proceed, as it waits for the other requester to come back with an OK.
The thing that often gets me is when it's a screen that's entire purpose is to show you the loading symbol (so you know what it looks like and not to shut off the console during it) and you just click to continue.
So in this case I typically notice just the symbol and an waiting for it to go away on a screen where it will never go away.
I think Persona 5 Royal and/or Yakuza: Like a Dragon are examples of games that have this when you first start them.