In order to play Civilization V in DX9 mode I have to verify the file integrity, and Steam downloads a file.
Any idea why I have to do this in order to play?
This is just a feature to ensure that downloaded files are not corrupt and is usually used to attempt and troubleshoot major glitches that could be caused by corrupt files. Are you having an issue? If so add more detail and I will attempt to update my answer with more information.
EDIT: Try disabling UAC, I had an issue where Risen would not activate with the product key when UAC was enabled at even the 2nd to lowest level, had to disable it entirely.