Saving your data usage on downloads is always a good thing. And that’s second reason why macOS uses DMG files: they’re a compressed format (like a ZIP file) that makes your download smaller. This little window first goes through a phase of verifying the file, and then once it’s sure the file is good, moves on to decompressing it. This is what you see when the file is opening:
DMG files include something called a checksum, which basically verifies that the file is 100% intact.
The main reason macOS uses DMG files is to make sure the file downloaded properly and wasn’t tampered with.
