[dryicerx]

> Unless they mean it'll instantly show a loading screen, I'll bet it doesn't.

You absolutely can. I am not sure what tech Microsoft is using, but a similar experience can be had with VMware Horizon VDI product with something called Instant Clone, which is essentially forking an already booted up Desktop VM. On each esxi hypervisor host, you would have one of these parent/seed VMs that is booted up and ready in a frozen state, and when a new desktop VM is needed, it's created from the seed/parent using copy-on-write memory/disk and runtime state less than a second.