See jupyterlite/jupyterlite#1636 and jupyterlite/jupyterlite#1637 where there is progress on a loading indicator in JupyterLite itself. When formalised, jupyterlite-sphinx can drop its own loading animations and use the ones provided by JupyterLite. We'll have to use either of the two, as they will conflict and overlap on top of each other if I understand it correctly?
This would be mostly for the REPL/.. replite:: directive at this time, I think.