I doubt that it would help. The save games are not even a megabyte in size. Even if your disk is heavily fragmented that will load in 2 seconds.
The small save file size is probably a reason why loading takes so long. It sounds counter-intuitive that loading a smaller sized file takes longer, but its more apparent if you have done any sort of programming.
In order to "load" a civ game, it first has to literally load the file from disk, then it has to reconstruct the memory state of the game. This the time this reconstruction takes actually has a inverse relation to the file size, given that the programmer has not one something brilliant/stupid.
The main reason for the load time though, is probably loading the main civ5 game files themself.
Future patches may improve the load time, hopefully.
It does not bother me to much. I just pop the game up while I am doing something else so that it is done when I am ready to play. The only way I can imagine this is a real problem is if you want to get a 20 min playing session inn, or if your one of them who loads everytime you lose a unit.
cheers