Oh sure, it's not gamebreaking, but it's still something that could have been better. I tend to just cancel and retry as well; it's pretty much the only time I notice the load times (which are absolutely forgivable given the size of the game.)
However, using the "minute of your life" stance doesn't really promote improvement, especially in game design. It's all about streamlining, and like I said, I'm scraping for criticisms of this game as it is. I think it fantastic.
I only even brought it up because I finally beat the game and now I'm going back to mop up missions. Probably never would have noticed if I peppered them in with the full game.