Metroid Prime games has those slow-loading doors. What Retro does is to load a room just before you enter it. Shooting the door alerts the game so that it loads the next room for you to enter. It's supposed to cover up loading times without the need of loading screens but the lag is noticeable.
I thought the lag was actually a bit worse in Metroid Prime 3 than in the previous 2 games but it's still bearable. Most of them should open fairly quickly.