I was wondering the difference between digital and physical in Great Plateau Any%.

Digital is downloaded from the eShop. Physical is a physical copy of the game bought from a physical store.

Isn't there a loading difference or something that digital has over physical?

Yes, I'm pretty sure digital has faster load times, which adds up a lot in categories such as any% because its so short and 100% because of how many loading zones you go through

for any% it's not a big deal, it's a few seconds. It only really matters for top runs. it's probably a much bigger deal in long categories like hundo but still probably only a few minutes over a 15+ hour run.

tldr unless you're going for wr it doesn't really matter