It's because most decent modern pcs use better hardware than the budget hardware used in the ps4/xbox1 which were released back in 2013. As far as I know, the ps4 pro and xbOne X don't even include solid state drives, it's an upgrade you have to make yourself (sometimes voiding the warranty). That alone plays a factor in loading times, not to mention the cpu, gpu, ram, etc...

But if a ssd can boost up loading speed, that means the cap is about the drive. But an external hdd is on the same level with the HDD that ps4 have, so i still don’t understand.

Well there is more than just the ssd vs hdd. Like I said the cpu, gpu, speed of the ram all play factors. It also depends on the how much data throughput the ports and internals can handle. For example, usb2 cant handle as much data as quickly as usb3. So even if you bought yourself a zippy usb3 ssd, if you plugged it into a usb2 port you wouldn't be getting the max possible performance out of it. I believe consoles have usb2 ports but I might be wrong on that. (Edit: I was wrong!) It's not just the ports though, the same is true with the internal connections. Newer pc motherboards can handle more data throughput than older motherboards pc and so on. Then there is the ram, which also varies a lot in speed and plays an important role in loading times. That you can't upgrade on consoles unfortunately. So while a ssd will help load speeds on consoles just because solid state drives are a faster technology than spinning disc drives, it still isn't going to bring you anywhere near the speeds of a modern pc. The consoles are 6 years old now and their age is starting to show a bit more, unfortunately. Even the pro versions likely have most of the same architecture as their 2013 siblings.