One of the features supported by KFX format is the ability to start reading a book while it is still being downloaded. Clicking on the book cover from the Library tab in Kindle for Android will cause that to happen.
That book is 511,125KB split over 258 KFX files. Depending on the speed of the Internet connection it could take a while to download them all. Some content will be missing if the device is put into airplane mode before all of the files are loaded.