Basically, when loading a save on your own regular server, the GUI does not pop-up. While on other people's servers and dedicated servers, it does pop-up. Think of it as your regular server is on your computer. When you load a save, the save being loaded is close by, thus no need for the GUI. But if you are on another's server, the save has to be 'transferred' to the other person's computer and then loaded-or on a dedi, the save has to be loaded to the 'large dedicated server hosting site' that then loads it into your dedicated server.