Since this will have to be done for every expansion, it is easier for me to tell you the simple process so you can make your own package that works with your installation.
WHAT THIS DOES:
This will tell you how to make it so that when you load the game, you see a loading screen other than the latest game you have installed.
What you need:
How to do it:
1. Open S3PE
2. File -> Open
3. Find your latest install directory and go to Game/Bin/UI and open the UI file.
4. Which load screen do you want to SEE? Find AppLoadingScreen. If you want EP1, choose EP1. If EP2, choose EP2, etc.
5. Click "Notepad" int he lower right corner (Might be "Edit")
6. COPY the contents of this file and close it.
7. Click the load screen for your latest installed EP (If ambitions, EP2. If WA, EP1. If HELS, SP1.)
8. Resource -> Export -> To File
9. Export it to the desktop
10. File -> New, don't save any changes
11. Resource -> Import, import the file you saved.
12. Click it and choose Notepad or Edit again.
14. Select everything and PASTE OVER IT.
15. File -> Save As -> Save as a package.
What this does is it tells the game to load YOUR package of the loading screen data instead of the game's package. Since your package contains the data for an earlier EP or SP, that is what shows up when you load the game!
If you copied the EP1 data into the EP2 file, you'll see the WA load screen when playing Ambitions. If you copied the AppLoadingScreen data into the SP2 data, you'll see the Base Game loading screen when paying with HELS.