You cannot simply skip game loading process... the game has to load.
Skipping the video doesn't change game loading. It's just a video showing while the game is loading.
Some games might have a video showing that delays you getting into game - but like I already said a few times, this isn't the case in this game.
If we're talking about the same video (video that is showing as soon as you open the game, before you see game loading / logging in.. and then into port)
The game is loading while showing the video. Stopping the video didn't change loading time when I tested stopping video, or just letting the video play full length.
Edit: The video before this screen: