Yakuza games aren't nearly as big as Grand Theft Auto-style open worlds, but it's still impressive when bigger games don't have any loading screens--especially on non-PC platforms.
SEGA has confirmed that Yakuza 6--which still hasn't been confirmed for localization in the West--will have absolutely zero loading screens when it launches on PS4 in Japan. SEGA describes Yakuza 6 as "completely seamless," but you still shouldn't expect the game to be a massively-scoped open-world endeavor.
"We've worked hard to make this game completely seamless. You can engage in the central adventure, get into battles, watch drama scenes, and go back to the adventure, all without any loading screens. Go into any building or any room or any floor without loading," Yakuza creator Toshihiro Nagoshi told IGN.
"Loading is problematic for lots of reasons, including its effect on the realism of the story - let's say you have a 60-second countdown to reach a location and stop an explosion, but when loading screens come in, how do we account for those seconds? How do we keep the pressure on? So we really pushed to make it seamless this time. That's where a lot of the budget went, and it's also the reason we did not make a version for PS3. The effect is that the player has the freedom to solve problems as they like, and the sub-quests themselves are presented in a seamless way."