The Google Play Store is just trying to make sure it's really you trying to download that game. It's like when you try to log into your favorite online gaming platform, and it asks for a special code sent to your phone. This authentication step is an extra layer of security to prevent unauthorized purchases or downloads.
Think of it like trying to get into a super-exclusive gaming club. You need to prove you're a member (or in this case, the owner of the account) before you can join the fun. It might seem annoying at first, but trust us, it's worth it to keep your account safe and secure.