In an interview with AusGamers, Rocksteady's Dax Ginn, revealed that players won't encounter loads like they did in Arkham City or Arkham Asylum because the game "is all in-memory, all the time".
"AusGamers: And can you leap from the top of Wayne Tower and not encounter a load screen? Just, like, get all the way down to street level?
Dax: Nope. The whole game is all in-memory, all the time.
You could be driving along in the Batmobile at super-speed and all of a sudden eject out and a second later you’re gliding across the skyline of Gotham and the entire game-world is in view. It’s phenomenal that you can do that and there’s no problems, the game just handles it. The streaming technology that we’ve developed for this is just mind-blowing."