Here's Firefox, immediately after entering a site name into the URL window.[1] The only visible effects are that the tab name has changed to "Connecting", and the reload arrow has change to an "x". On Firefox Mobile, you don't get either of those, just a one pixel high progress bar at the top of the screen. It's worse on mobile, where things are slower and there are fewer auxiliary GUI items on screen.
At this point, you've only partially left the page. Some clickable items on the page being exited will still work. It's not entirely clear exactly when event processing for the old page stops.
Those are things that happen to the UI immediately after asking it to navigate to a site that you typed in.
Now that you've demonstrated the UI changes that happen immediately after you type in a URL and press Enter, what UI changes happen when you click a link that leaves the page?
That's the complaint of yours that I was addressing in my comment. :)
At this point, you've only partially left the page. Some clickable items on the page being exited will still work. It's not entirely clear exactly when event processing for the old page stops.
[1] http://s3.postimg.org/53784icoj/afterlink.png