SimGuruGraham has revealed some more info on loading screens and active lots in The Sims 4. He posted the following tidbit over at Mod The Sims:
tedw asked: If I’m understanding Graham’s last post right, you can only travel between neighborhoods by visiting a lot? Because one has to be active for you to go there.
SimGuruGraham replied: Correct. After the loading screen finishes you don’t start inside/on the lot, you start on the sidewalk in front of the lot. Whether you choose to walk onto the active lot or wander off into the neighborhood is entirely up to you. No matter if you’re traveling to another lot in the current neighborhood, to another neighborhood, or to a different world entirely, you’ll always select a lot as your destination because there is always one active lot.