What reasons would someone separate instantiation and data loading?

Question

I was wondering what the purpose of separating the instantiation logic and the data loading logic of a class that loads data into memory if the class is a one time use.

Here is an example of what I mean.

DataLoader loader = new DataLoader("serverName", "databaseName");
loader.LoadData();

//Do Something with the loader never calling the LoadData function again

The loader itself is used once as the data is loaded into the global variables in the class.

class DataLoader {
    private DataSet _data;

    public DataLoader(string server, string database){}

    public void LoadData(){
        //load _data with sql data.
    }

    //Other functions that allow controlled access to the _data variable
}

Is there a valid reason for doing this or is it just flawed design?