It should not be a problem, though the game may run (or start up) a little slower.
The .NET Runtime Optimization Service is part of the .NET Native Image Generator. It's supposed to compile the .NET CLI to a computer specific binary image.
The Native Image Generator (Ngen.exe) is a tool that improves the performance of managed applications. Ngen.exe creates native images, which are files containing compiled processor-specific machine code, and installs them into the native image cache on the local computer. The runtime can use native images from the cache instead of using the just-in-time (JIT) compiler to compile the original assembly.
When the native image is incompatible or not available, the .NET framework is supposed to fall back to JIT compilation. So, it should still work and may be a little slower, though it may not affect it at all. I'm not sure exactly why the Native Image Generator needs internet access, however.
The native image service is a Windows service that generates and maintains native images. The native image service allows the developer to defer the installation and update of native images to periods when the computer is idle.
On Windows Vista, the name displayed for the native image service is "Microsoft.NET Framework NGEN v2.0.50727_X86" or "Microsoft.NET Framework NGEN v2.0.50727_X64". On all earlier versions of Microsoft Windows, the name is ".NET Runtime Optimization Service v2.0.50727_X86" or ".NET Runtime Optimization Service v2.0.50727_X64".