What to do when "Download pre-built shared indexes" pops up

When working with Gradle on a Fabric (Minecraft modding API) project, I usually see a pop-up asking:

```

Download pre-built shared indexes

Reduce the indexing time and CPU load with pre-built JDK and Maven library shared indexes

```

I know that if the IDE asks me is probably because there must be some consequences depending on what I select. Not knowing what this exactly means, what should I choose and what are the pros and cons?

Thanks in advance.