Pretty much. Once the beginning of the game is downloaded, it can start running while the rest is downloaded in the background. Things like the splash screens and character creation can eat up your time while the download finishes.
Even open world games are not so open that you can get from the starting point to anywhere in the game in a minute or two.
Depending on their error handling, if you tried to access something that hadn’t been downloaded yet, you might get an error message or the game may behave in unexpected ways, including crashing.
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