Your download will start in X seconds

Is there any reason why many websites - including very mainstream ones such as microsoft.com and sourceforge.net - show a page with "Your download will start in 10 seconds; if you don't want to wait you can use this direct link" instead of simply starting the download?

Do they simply not know any better? What's especially strange is that this is even extra work to implement!

I find it extremely annoying but since like I said many very mainstream websites do it maybe there is something I am missing.