In version 4.030, the method used to download height data was completely rewritten. It now downloads, and unpacks, in the background, giving you a much smoother experience. You no longer need to wait for height data to download or decompress. up to 256 threads can be spawned, so the faster your internet connection is, and the more cores you have, the faster it will be. if you used any previous version of DEM Earth, you will surely appreciate this new feature.
This video shows this in action.