When resources are loaded before scene is playing/running, this way of loading resources is called preloading.
When resources are loaded while scene is already playing/running, resources being loaded dynamically (this is what you call regular loading).
Advantage of preloading resources is that you avoid freezes during gameplay because of resource being loaded (parsed/converted to right format/etc), but scene loads for a longer time. When you use dynamic loading of resources, you save some memory and load stuff you need only when you actually need it. You can even fix freezes in scene by using something like ResourceInteractiveLoader, see http://docs.godotengine.org/en/latest/tutorials/engine/background_loading.html