If you are using the Asset Bundler should be creating an engine_pc.pak file that would contain a bootstrap.client.<config>.setreg file that contains the "/O3DE/Autoexec/ConsoleCommands/LoadLevel" key within it.

When the AssetProcessor run was there any errors triggered for the engine.json file when the Job Key was "Settings Registry"?
If the autoexec.game.setreg is ill-formed JSON it will not process. Ill-formed JSON could be caused by either missing double quotes around the value of the "LoadLevel" key or the setreg has a trailing comma.

You can validate whether the "/O3DE/Autoexec/ConsoleCommands/LoadLevel" key will be propagated to a bundled PAK file by examining your <project-root>/Cache/pc/bootstrap.client.release.setreg file.
That file is an merged JSON file that should contain the "LoadLevel" key within it.

I am assuming your autoexec.game.setreg file looks similar to as follows and is located underneath your <project-root>/Registry directory?

{
    "O3DE": {
        "Autoexec": {
            "ConsoleCommands": {
                "LoadLevel": "helloworld"
            }
        }
    }
}

Any updates on this?