If you are wearing the headset and experiencing the perpetual load screen, take off the headset and look at your monitor. Most likely there is a dialog box waiting for you to respond. Click the appropriate answer and then put headset back on. It will finish loading.
Thats the way it happens for me, when I start AH3 from my Quest 2.
ALso be prepared, you will need to go the the Preferences menu item, select GUI, and then look all around to gather the many dialogue boxes (message window, radio window, damage display window, etc) and drag them to a more convenient viewing position.
The default positions of these boxes (there's at least 1/2 dozen different ones, IIRC) is the their position in 2D, which is not at all compatible with where they need to be in order to be seen in VR with twisting your head or neck.
Good luck!