Oh boi, here I give you the solution for that. This document is based on these links:
- https://steamcommunity.com/app/221410/discussions/2/616189106498372437/?l=portuguese&ctp=8
- https://wiki.archlinux.org/title/dnsmasq#NetworkManager
- ValveSoftware/steam-for-linux#3401
I don't know, perhaps the Steam application doesn't cache the dns locally or something hence your computer will always lookup for the domain everytime you download it on each chunks. CMIIW.