I doubt it is a good idea, even a static loading image might give better clue about what's going on, imo.
If this happened before every level or menu, sure it might get annoying.
However if it only happens when you first run the game, generally I would consider 6 seconds acceptable. I've known many big AAA games to take longer than this to show their splash screen or first menu when double clicked.
If it was 12, or 30 seconds, in my opinion a simple progress meter would suffice...