By default, the GOG installation of Imperator Rome will execute the Paradox launcher. This allows you to switch on and off DLC that you have previously installed, manage mods and log in with a Paradox account. If you don't need any of those, you can skip the Paradox launcher by executing directly imperator.exe on \GOG games\ImperatorRome\binaries\imperator.exe

This way there is one fewer process running and the game loads faster.