When I think of an airplane with high wing loading (e.g. F-111), one of the first characteristic that comes to mind is an airplane that is not gust sensitive. In other words, if the airplane experiences an up or down gust, it will respond with a small load factor (and therefore flight path) excursion. If my back-of-the-envelope analysis is correct, the change in load factor for a given vertical gust is proportional to CL_alpha*qS/W, where:

q = dynamic pressure (1/2*rho*v^2 - one half density times true airspeed squared)
S = reference wing area
W = aircraft weight
CL_alpha = rate of change of Aircraft Lift Coefficient with change in Angle of Attack

The choice of S is somewhat arbitrary, but CL_alpha*S will remain constant regardless of your choice for S.

As long as the wing remains on the linear part of the lift curve slope, none of the above factors are affected by CG is position. So, while it is obvious that changing the CG will affect the load carried by the wing, I would not say that CG position affects "wing loading" in the sense that it is traditionally used.