For our game Ironbane, we're using a retro pixel style for everything.



We've recruited a few artists, one of them for the concept art. He brought up a point that I didn't knew the answer to.
Should the concept art use the same style as the retro, pixelated graphics in the game? I don't know.

He thinks it would be a bad idea because If everything is pixels (typography/logo/loading screens/game world) the uniqueness of the pixel rendered world may be lost, and instead proposes to have a more traditional loading/welcome screen.

Personally I think the pixel retro feeling should be maintained, also in the concept art.

I'd like to hear the opinion of the more experienced people around here ;)

You're asking a mixed question -- half of it is about loading screens/etc and half is about concept art. The point of concept art is to guide the visual style of the game internally, which pretty much requires it to match your game's intended art style. If you're also recycling this work for a loading screen, then that's a shortcut that you can take, which adds this restriction (of loading screens/etc sharing the same style).
...
Having re-read your post, I'm being more nit-picky than helpful, sorry :/
To try and salvage my post -- it is common for non-gameplay screens to be done in a slightly more stylized way than the game itself, so I don't think this is a bad idea by your artist.

1. Should the concept art use the same style as the retro, pixelated graphics in the game?
2. Personally I think the pixel retro feeling should be maintained, also in the concept art.

1. It depends -- what is the purpose of the concept art?

2. You are working in a team. What is the team's consensus?

I would go with stylized pixel art. You don't want to stray so far away from your in-game graphic styles that it confuses the player. Such a dislocation could look like a lack of focus or direction from the dev team.