Why I see Download pre-built shared indexes in IntelliJ

Download pre-built shared indexes
Reduce the indexing time and CPU load with pre-built JDK shared indexes
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You must have surely noticed this message that pops-up when you open Idea IntelliJ IDE for Java, GoLand or PyCharm for Python, if you are wondering why you see this message?

What is Shared Indexes?

You will see than when you open project in your IDE a lot of time is spent in indexing, this may not be too much wait time for small projects, but what if you are working on huge project, this may really get annoying for developers.

Shared project indexes are built for all project sources, libraries, and SDKs. You can generate them on one computer and then apply on another computer. This is the main advantage of shared indexes over ordinary indexes. Using shared indexes is reasonable for large projects, where indexing might take a lot of time, creating inconveniences for the teams involved.
Source: https://www.jetbrains.com/help/idea/shared-indexes.html#project-index-command-line

How to make it go away?

If you do not want to use Shared Index, just select option - Don't show again