Those aren't loading percentages. They're an indication of how heavily guarded/open a player is, and thus how safe it is to pass to them. It show ups when a player with the appropriate defensive Badge is on the floor. I'm not sure if it can be turned off, but it's something that's supposed to happen with that Badge.
It is Lebron who has that badge and when you defend with him those percentages appear, precisely in the image you can see how you are defending with him
Thanks for the replies,find out that's Defensive Leader Badge at the Hall of Fame level( can see potential shot percentages of opposing players).You can change to gold badge from edit player and close it.