Photoshop hang for about 20 seconds when opening a first file after opening the program

As the title say, I can't find why it freeze for about 20 seconds.

I have reset my preferences many times and It doesn't seem to have any effect.  It always once I opened a first file of a session, after that it going fine.  It on Windows PC, I also have a macbook with Photoshop and I don't have this issue on it.

I have no idea what is causing the issue on PC.  It a fairly recent upgrade PC, I had this issue on my previous PC and now with this upgrade (i7 9700k) I'm still having this issue.     

My recent research leads me that it is a connection problem with something, because when I disable my ethernet connection, files open normally (within 2-5 seconds).