Although the name sounds mysterious and it is not a program in the traditional sense of the word, bypass the installation of .NET Framework and you will eventually find an application which will require it.
.NET Framework is a set of libraries which are necessary to run many applications built upon it. The main task of this platform is to manage different elements of the operating system, such as memory, application code and security. So, even if .NET Framework is inconspicuous, it is one from most important components which you need to have installed on your new Windows system. Thanks to it, we will avoid surprises and we will not have to worry when an application will not work.