I am assuming that each scenario describes a large “open” world, scenario 2 and 3 seem more like a technical limitation than a design choice.
In case of S.T.A.L.K.E.R. (amazing game!) The game would have been better without the loading screens, and I’m sure they would have done that had the engine allowed for it.
So I do prefer no loading screens (fallout 3 and up for instance, except dungeons/buildings) in big worlds.
In more linear shooters, I really don’t mind loading screens, they often offer a nice break from the fast pace action (think; Metro, Serious Sam, etc.).
But honestly, again, I think it all comes down to technical game engine limitations.