You also need the entire framework the game runs on, save system, file system, physics engine, opening cutscene (usually 720p or 1080p), everything but the textures (which are probably reused level to level a lot) would need to be download to play the first level. Don't get me wrong that would speed it up a lot but the time from selecting you want to play that game to actually playing is probably longer than somebody is willing to wait.