Here 'loaded' means that it is dangerous and cannot be answered without possible negative consequences. I think it is a reference to a gun loaded with bullets (or maybe loaded dice, see comment). Think of a bomb ready to explode.
So, "politically loaded" means that the question is dangerous for politicians or in the context of politics. I am not entirely sure why that might be, since I don't live in Europe. However, in the USA, it would be 'loaded' because a lot of people really want Spanish taught in schools more often. However, other people don't like that Spanish is becoming so important in the USA. For a politician trying to please both sides, it is a 'loaded' problem.
I am sure the reasons are similar in Europe.