I have the game installed on my SSD and I didn't notice anything. Oh wait, would that be because I didn't try on it on a normal HDD?
However, I compared with a lot of other games and my conclusion is that it doesn't matter that much. Most of the loading time in games is due to some processing activity implying a heavy CPU and RAM usage and almost no I/O other than the strict loading of the necessary assets. Games such as Dragon Age are still loading pretty slowly, Unreal Engine powered ones are still lightning fast and as far as I can tell, Civ V still takes nearly a minute to load a game.