Ensure loading.css is included in converted app without template

[philippjfr]

Fixes #6652

[codecov]

Codecov Report

Attention: Patch coverage is 21.42857% with 11 lines in your changes are missing coverage. Please review.

Project coverage is 40.12%. Comparing base (510d212) to head (df8beb9).
Report is 5 commits behind head on main.

Files	Patch %	Lines
panel/io/convert.py	21.42%	11 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##             main    #6665       +/-   ##
===========================================
- Coverage   82.84%   40.12%   -42.72%     
===========================================
  Files         313      313               
  Lines       46119    46160       +41     
===========================================
- Hits        38207    18522    -19685     
- Misses       7912    27638    +19726     

Flag	Coverage Δ
ui-tests	39.95% <21.42%> (-0.04%)	⬇️
unitexamples-tests	22.13% <21.42%> (-49.01%)	⬇️

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