Downloads automatically pause when launching a game

Why do downloads in Steam stop when I begin playing a game?

Steam automatically pauses your downloads when a game is launched in order to prioritize the network activity for the game itself.

You can turn this feature off by navigating to your download settings: Steam > Settings > Downloads. From here, check the Allow Downloads During Gameplay box.

If the download is affecting the network performance of the game, you can also consider setting a bandwidth limit from the download settings.