I didn't think it had to do with whether you were detected or not beforehand. I read somewhere a long time ago that loading in actually made a lot of noise that triggered the guards' "on guard" posture.
IIRC it also caused issues in places like Aprogrom where you went through a loading gate into an enemy base where they'd already be spooked.
They have this exact machine at my local arcade! Out of all the ones they have, this one is my favorite.