A 15-30 second “Preparing Game Data” screen is if:

Calls LockFileEx() on StarCraft II/Data/ and Battle.net/Cache/ directories. If another process holds a lock (e.g., a backup utility), SC2 will wait or display an error.

"Exclusive" refers to . When SC2 runs in this mode, it locks your display’s resources to focus entirely on compiling shaders. You cannot alt-tab smoothly during this phase. The game is essentially saying: “Give me all your graphics power right now so I can get this over with.”