Well, that is another problem with the disk swapping, then. The cracked version was worse about this than the original, plus it was excruciatingly slower loading. I cursed the Amiga versions of the MK games when they came out because of these problems, only to find out that the originals didn't have quite the same loading problems.
There was a scene release of a hard drive install back then that I used. It was pretty sweet and even worked on my 68030, but it required that the key (boot) disk be in DF0: at all times.