Depending on the game, that can be an issue. Precompiling shaders means the game will, well, compile everything before it's used. If you cancel it, it will compile them during runtime. Depending on the game, that can result in massive performance degradation. I remember when overwatch was ran through lutris, you were adviced to play ~5 - 10 Minutes in a bot game or in practice mode until everything was done because FPS were abysmal until compilation was done.

I'll just wait the time. Most of the games I play don't get daily updates and my machine is beefy enough to handle compilation in a couple of minutes.