Offline games connecting to the internet and even download stuff are suspect to me. I do not trust major game companies to do that and consider it unexpected behaviour. This goes double, more like triple for indie games that phone home. You might even trigger false positives from anti malware systems for the download activity.
It basically is a launcher this way.
Now, of course, this is me speaking, and I do not know how common that behaviour for games or indie games really is. But I am old fashioned. I expect an app only to connect to the net, if I tell it to. Like me clicking on a promotional link and the cursor changing to indicate a link.
Privacy enthusiasts might accuse you of collecting ip adresses. And you can't prove a negative by denying it.
If you do that for every time the game is opened, that is like those buttons where you agree to send anonymous data, but without the check box to opt out.
Now that I think about it, I am curious, how common that is. I am more sensitive to the topic in the wake of that Unity engine discussions, as Unity does seem to phone home.