Like I have said, it is probably not due to local hardware limitations on the user's side. Those that have this error can check how much RAM is available for use at that particular time on their PC; if you have a decent amount of free RAM, it is almost sure that your PC have enough of memory. Given that it started to occur after the new game updates, it is likely that there is a problem on the other side (the server, the game itself or something else) due to one or more of those changes that were recently made.
And yes, this 'stay on the page, else the game won't load' is annoying and inconvenient. Also, it is as if they want to be in control of what you do during the loading period. It could also be to the fact that they know that the game consumes a lot of resources, and hence, they force the user to stay on the loading page to avoid him doing something else that might use some of the available resources and prevent the game from loading.