Console drives are not "faster" at loading. In fact the PSX was quite slow in its loading times.
The reason disc access is especially slow on PC's is because of the differing operating methods of PC drives vs console drives.
The primary difference being that console drives constantly keep Disc spinning, but at a low speed RPM. However developers can work with that RPM Range in mind and develop optimization routines to help the drive load data at optimal efficiency.
CD/DVD drives in a PC on the other hand, spin up and down depending on activity, as well as what they are reading. There are probably some more specific issues as far as emulation of the CD drive is concerned, but I can assure you it is not because the console drives are "faster" than PC drives.
Having a disc image speeds things up because it takes advantage of the much faster rotational speed and higher bandwidth that computer Hard Disk Drives are capable of.