An estimated 2.6 million pre-orders for Xbox alone. 2.6 million people downloading 200+ GB is not nothing.
If they roll it out evenly the week prior, then today (1/7th) is just 75 PB. To get that done in a single day would require a sustained 6.9 Tbps.
I'm sure this is all handled by a CDN at some level... but again it's not nothing.
It is basically nothing once you remember the cloud isn't one computer either. I want to say Azure was already millions of (beefy ass) severs over hundreds of datacenter locations organized into dozens of zones, and not all of those servers in each region are assigned to the same sets of services.
6.9 Tbps to get it done in a single day is even 3x less than the minimum on Steam in the last 48 hours https://store.steampowered.com/stats/content/ and they don't even have GTA VI to distribute.