Although you don't @NJG2002 there is a potential advantage in doing so if it's a Sky box download.
As soon as you press play for the first time - you get charged for the rental (and have 48 hours to finish viewing
So if you wait till it's fully downloaded- that prevents a problem where you start watching - experience a problem downloading the rest of it - then struggle to finish viewing. So I usually suggest waiting but of course up to each individual
hope that clarifies
