running same tests on a different server/environment

Yes and enpoint and a host is different.
But your dont need to precise for each server IF the difference between your endpoints SA & SB are juste ths host.

Example:
Endpoint for server A: htt://-HOSTA/stuf
Endpoint for server A: htt://-HOSTB-/stuf
But imagine that the endoint for server B was htt://-HOSTB-/superStufKebab
if you just precise the host for serverB, soapui will change in your default enpoint only the host.
Wich will lead to errors , endpoint not found.

"What exactly is "Loading schema types"?"
A wsdl import a A.XSD file wich imports B.xsd files etc.
So soapui in order to do his stuff (like schema compliance) will load not only your wsdl but those files too.

Try to put your wsdl in cache, so normally he will not at least try to download the wsdl (it speeds up the test but you have to update the cache
each time the wsdl change)
See the soapui Preferences.