In my experience, you can definitely walk when you hit this point in the loading.

Btw, does that means I'm getting scammed xD?

Doesn't seem like my runs are affected by the loading screen. I remember when I had a less good pc, and when the loading screen was at the end I could hear the in-game sounds before the loading screen was gone. Mind this was back in the gameforge version. Though my pc is quite beefy now and I don't have the same thing happening anymore.

I don't think loading screens should be counted towards the time, it's a little unfair.