These birds are built for life in the water. Their legs are set near the back end of there body which helps to make them efficient swimmers. This also makes them rather awkward when they come a shore, typically only for mating and nesting, and is the reason for the name loon.
Because they spend much of their time diving for fish under the water loons do not have hollow bones like many other birds do. Hollow bones would give them too much buoyancy making it hard to dive under water in search of fish. This also makes it difficult for loons to get up into the air quickly. They usually require a good stretch of water, like a run way, to take off. Because of this they are much more likely to dive under the water to avoid danger then to try and fly away.