But a game client is not a web page. You open it once (some people, on boot) and then it's just sitting there. You don't randomly start it from scratch whenever you run a game...
And even if you did, 7-10 seconds waiting for a game to start is not the same as waiting for a page to load. You can wait for the game.
If you don't, nothing special happens either: you just wait 7-10 seconds, hardly an eternity, and there's really no rush to firing up a videogame either. We're not talking in-game responsiveness, the only thing that truly matters.
That's what I do. I don't really care how long it takes to start (within reason), since when I boot my computer I rarely start playing a game right away. I check my mail, then look at the news, and after that decide what I want to play. As long as it doesn't take more than five minutes or so, I won't even notice.