A lot of times the content will download while you are playing or on its own even with the message up. That’s what I’ve seen in the past and other players have commented on. However, that’s not ideal when you want to play. So, go ahead and check your firewall settings and the settings for Windows defender (can sometimes be a culprit). If you do have a VPN installed you are more than welcome to test while using that.
If it is still acting up send a ticket with system files and a WINMTR to our technical reps so they can take a look and get you back to playing.