Steam has this reputation of games re-installing 3rd party prerequisites on every single time you launch a game. Stupid, huh? Find discussion about that on Steam's forums.
The official Steam explanation is that there are so many versions of D3DX-library. Well, in my mind that really doesn't answer the question why there is a re-install on every game launch. You'd think that the library needs to be installed only once. Luckily somebody found out a fix for that. The trick is to edit/delete the .VDF-file which is pretty much the install script for a game.
It pretty much states that both DirectX and VisualC redistributable packages are installed every single time the game launches. A simple rename/delete for the file will fix the problem. Game will start without problems and won't do anything stupid.
The issue has been reported by multiple people for the past 3 years. Shame on you Steam!