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Just to clarify, if any clarification is needed, and if I am not mistaken:  Notching up the throttle, causing the fuel injectors to deliver more fuel, and thus causing the engine to increase RPM is not "loading up."   In the power mode, when the throttle is notched-up from the idle position, the following stages occur: 1)      The fuel injectors' rate of delivery increases, thus causing the engine RPM to begin to increase.  During this time of engine speed increase, there is no loading on the engine.  It is simply spinning the generator or alternator but they are not producing power for propulsion. 2)      The engine completes its RPM increase, and the RPM then matches what is prescribed for that throttle setting. 3)      Once the engine RPM has stabilized at the higher level, matching the higher throttle setting, the load regulator gradually increases the electrical power taken from the generator or alternator, and begins to apply this power to the traction motors.  This begins the process of placing a physical load on the engine by making the generator or alternator harder to spin. 4)      As the load regulator gradually loads the engine, the engine governor causes a corresponding increase in fuel delivery beyond the fuel delivery increase that brought the engine RPM up in the first place, before the load regulator began applying the load.  The intent of the governor is to maintain the engine RPM to precisely match what is prescribed by the throttle setting even though the engine load is being increased by the load regulator, which would tend to slow the engine RPM if more fuel were not added.Zardoz mentioned, the ability to change the rates of loading on some locomotives for different types of service.  And I have often heard that certain makes of locomotives load fast or slow. However, I cannot see any fundamental reason why a locomotive with a 2-cycle engine would load faster than one with a 4-cycle engine unless a 4-cycle engine fundamentally takes longer to reach an increased RPM for an increased throttle setting.  In that case the loading would simply begin later, so the overall cycle from throttle advance to reaching full loading would take longer.  Maybe somebody could shed some more light on how loading might be affected by 2-cycle versus 4-cycle engines.
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