Comment on wunderlist

I have tried wunderlist and I must say it works very well. And the interface is very nice.
I just wonder what is the extra software that the app demands to be downloaded when it is launched for the first time. Where is that extra software installed and what is it for? Why can’t it be included in the app when it is downloaded and installed, before it is launched?
I don’t what to believe that it includes some kind of spyware or anything like that. But it’s a little bit strange…