I think Wii U has faster load times than the Wii. I don't have a Wii U, so I'm wondering if I lose time on loads.

As someone who has ran the Game Party Wii Series on both a Wii and Wii U console (since I own both consoles), as far as your concerned, I don't necessarily believe that console load times should be a problem. I haven't gone through deeper tests but both the Wii U and Wii consoles should be at the same pace they are, respectively with the game's loading. I can't say which one's better or not since they are both consistent at the same time when I tried it for myself.

Other than being the console, another major point is that it could make a difference most likely if it's USB loaded or Emulators were loaded because it's known to be faster, a reason it's subjected to be hidden or banned.