The downloading window will be used when they release the new, streaming patch system (where the initial EQ2 download will be <100MB and the rest will be streamed on a Just-in-Time basis).
And that is most likely what you are seeing. You likely have a custom eq2ui_mainhud which is not including the file: if it was, you'd see a little walking dragon there.
As for it showing up in the first place, the only thing I've seen on the matter from Rothgar was it might have to do with customized gamedata files.
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