If the game is being played for the first time in editor after Unreal Engine has been launched, all the Customization Data Assets get automatically loaded into the editor cache, when they are shown by e.g., the Apparel Picker. To avoid lags or freezes of the game screen during that very first play in editor, we have introduced a compact progress bar that simply loads every single CDA before the Character Editor uses them and give appropriate feedback while you are waiting.
Do not worry, the progress bar is not always there. Since UE4 automatically caches the data assets, this progress bar is only visible at the first play in editor session. It is the same cache as you would open the assets from the Content Browser.