Plese, make loaders able to load and unload wagons, it would be great!

Loaders can't do that. You may want to try the miniloaders mod though, since it uses a woraround for that.

it's understandable, but why this mode can't use same workaround? It's one of core destinations of use loader

I hope Shanemadden add this feature in future release

Miniloaders spawns instant stack inserters on the location of the loader. This has to be done by script, which I'm not sure can be easily done for something like this, since other mods can add to the loaders here.
The other method is to transfer stuff with script like the Loaders Redux mod does, but that's probably slower. And faces the same issues.

Besides, loading stacked stuff is ALREADY 5 times faster than normal.