You can choose which files in a torrent file are downloaded. Sometimes files that you have marked to skip (priority: don’t download) are still starting to download.
This is how a P2P protocol works actually. In BitTorrent protocol, the whole bunch of files referenced in a torrent file is seen as one large block of data. Each file can be accessed by its offset in this large block later. Then this block is broken into much smaller chunks. The torrent client starts downloading each chunk from any peer or seeder that is available. What happens when you skip all files and ask to download only one file? Based on the offset of the file in the large block of data, the client starts downloading the minimum necessary chunks to recover the specific file you requested. But depending on the chunk size and the offset or your requested file, the first and the last chunk that is being downloaded overlap with the previous and the next file in the torrent package (the large block of data). That’s why you see a small progress on the neighboring files too, but they aren’t actually being downloaded.