Well of course it's already partially at thing. The suggestion is about making it entirely a thing.
Suppose, for instance, you've got "Harpoon" missiles of size 5, and "Nike" missiles of size 1. You have five colliers, each with a magazine of 700. They're set to load 100 Harpoons and 200 Nikes.
You've got a colony in the rear where you're manufacturing ammo. You want to move all that ammo to a depot nearer the front. That colony has got 3500 Nikes.
Your colliers can do that job in a single go, but you'll have to manually load them. "Load Ordnance" will get them to load 200 Nikes each. You'll have to click on the first ship, tab over to the ordnance management tab, select "Population" in the drop-down, click on the "1000" radio button, and then double-click on the pile of Nikes. The process is a little simpler for the remaining ships, but it's still tedious.
The point of "Load Any Ordnance" is that these colliers would just automatically fill their holds.