The latest Steam client update introduces a feature aiming to stop the longer load times and framerate stuttering that can happen the first few times you load a game after installing it. It’ll do this by trying to download and pre-cache the game’s shaders, part of their technoguts which your own computer can need to compile when you first launch it. That compilation is what can cause the hold-up. This doesn’t affect every game and isn’t a huge problem but hey, anything that makes getting into a game smoother is welcome. You shouldn’t need to do anything to benefit from this.