Loading screen-less games have been around for a while. Three examples that come to mind are Beyond Good and Evil, Darksiders, and Singularity. Also BG&E came out in 2003, a decade ago. Congrats CD Projekt RED, you guys are innovative as shit.
EDIT: Also, I believe Far Cry 2 did that as well, but I haven't played it.
EDIT: Also, I believe Far Cry 2 did that as well, but I haven't played it.