Wing loading is a useful parameter because it gives at least a coarse indication of how you might expect an airplane to handle. If you perturb a low wing loading airplane (or expose it to a gust), you would expect to see a bigger change to the flight path than you would for a high wing loading airplane. A good example of an airplane with high wing loading is the F-111. I would expect the "ride" in an F-111 on a bumpy day to be much smoother than in a Cessna 152 on the same day because of the F-111's higher wing loading.

A low aspect ratio airplane will appear to have higher wing loading than an airplane with the same actual wing loading, but higher aspect ratio. This is because a low aspect ratio wing will have a shallower "lift curve slope" than a high aspect ratio wing (a given change in angle of attack will generate less change in lift for a lower aspect ratio wing). The F-111 can illustrate this as well. I would expect an F-111 with its wings swept aft (low aspect ratio) to offer a smoother ride on a bumpy day than the same airplane with the wings swept swept forward (same wing loading, but higher aspect ratio). I think this example provides a somewhat intuitive explanation for apparent wing loading.