No it never goes away. I'm just like OP, same thing happening. Been happening since this weekend.
I've tried waiting and retrying. I've tried restarting computer. I've tried uninstalling installing, messing with firewall etc. This must be an issue with Sky.
Sky you need to fix this app you've forced us to use, or let us use the web browser again. Even when working Sky Go is low quality compared to other services, but this is just a joke!