No loading screens, I'm pretty sure. I haven't played through the entire games though so I'm not sure if they have absolutely no camera cuts, but I do know that the cutscenes are within the gameplay itself and don't cut to a different camera.

EDIT: I guess I'm wrong, there are apparently loading screens.

Social commentary at it's finest! 

Thank God you,ve not played kingdom come.... damn game even loads while you are trying to save.

I should have bloody well just bought gran turismo instead of that blasted brokwn game.

does anyone know if it's an interconnected world like Metroid or Dark Souls/Bloodborne? Or at least something similar where there's backtracking to reach a previously inaccessible area?

So to be clear, is this chapter based like UC/TLOU? Or is it more like Dark Souls where you can travel from the beginning of the game to the end?

Uncharted 4 had extra areas to explore that you could miss out, so what's different here? I heard there were optional bosses in this game, like Dark Souls, and since there's back tracking is it really linear? Or would you compare it more to a Mario game where it's technically linear but you can go back to levels that you previously missed? So hub based?

Sorry for the question barrage, I'm just wanting to get the jist of what the game is.

Ah okay then.

There are specific artistic and narrative reasons for them doing this. I believe the biggest reason is a matter of intimacy. It’s a story about Kratos and his son, and this way you truly never leave their side for the entire journey. 

The loading screens are very brief, and the game doesn't really rely on them (for anything other than getting around technical limitations).
A remastered/remade Half-Life 2 could be made without loading screens, without changing any game content.
Meaning the game was limited by the tech at the time (2004, Source).

There are no cut-scenes in Half-Life 2.
The closest the game gets to having cut-scenes is with:
func_monitor
https://developer.valvesoftware.com/wiki/Func_monitor
Basically rendering a portion of the world outside of the player's sight (or even inside it), and piping it into another part of the world.
This is used to handle the rendering of characters/scene through monitors.
This is first seen in Point Insertion: where the player sees Dr. Wallace Breen, giving one of his Breencasts in City 17.

Half-Life 2 also has scripted scenes to tell the game's narrative, however the player is generally able to run around whist the story is happening.

Half-Life (1) is slightly different.
There is a section (roughly in the middle) where there is a cut.

Portal and Portal 2 both have a cut-scenes, and both have loading screens (built on the same engine as HL2).

In short: Half-Life and Portal are great, but were limited by the technologies of the time.

That's probably it. If the camera never cuts, you feel like you're not missing a single thing about the relationship of Kratos and his son, and so you'll be more involved with the story and with the characters, and feel sadder when one of them dies (that's my prediction for the game's story: either Kratos or his son will die at the end. I'll be kind of sad annoyed if one of they do die because it is so cliché, but whatever).