I guess it depends on the size of the game (or actually on the number and size of the ressources you use for it).
In a little game i started, i was planning to use 2 TextureAtlases, one for UI, one for the Game. When loading a level, i can simply load the GameAtlas, when leaving the level (and goind to MenuScreen), i can easily unload them. UIAtlas is alwas used, for example for the In-Game-Menu.
In some cases, at least for desktops, it might also be enough to load everything on startup and unload them when the game is closed.
Ofc, in bigger Games, with more and bigger Textures, Sounds, Models… thats no solution.