Is it the latest Lobby? I had the same problem, but just because I had replaced my 'Spring.exe' with (a renamed) 'Spring-MultiThread.exe'. If I use the correct version (non MultiThread) it would be OK.
But I heard (from Licho that) the latest lobby can support 'Spring-Multithread.exe' (without forcing to download new one). But you can't play with 'Spring-Multithread.exe' anyway because version 82.7. can't Multithread LUA graphic without crashing (ZK has alot of LUA graphic/interface/special effect).
In simpler word: it redownload/force new directory because it failed to detect the version (a fixed bug).