Well, loading texture (especially from the sd card) can take time. The reason to load them before you need them is to avoid having a loading screen between stages. If the player will often switch between stages, and your texture are not so big, you might want to load them at startup (giving the pain of waiting for the game to load only once, even if it would be longer). You have to balance your choice between the memory that is available for you, and how much you want to piss the player by interrupting him in his playing experience.
You could also distract the player by displaying a scoreboard at the end of a stage to show him how good he's just been, instead of a loading bar.
If you can anticipate when the player will soon switch to another stage, you can try to stream the texture in background a little before, but it's a lot more complicated to do (well, especially on a mobile platform), so you'd need to do some research for that.