Thanks for the quick reply!
That did the trick!
I just bought a new gaming laptop with Windows 11 pre-installed so I guess many games which relied on older versions of DirectX woudln't have worked without that download. I haven't gamed on a PC in many years after using just consoles for so long. I forgot how much a pain getting things to work right "out of the box" could be when it comes to DirectX and such.