What's with the "Awaiting Vehicle Downlink"

We've all seen the Falcon 9 (up) launch. Am I the only one who was frustrated with the "Awaiting Vehicle Downlink", and more importantly, what's the "Vehicle Downlink" got to do with the Mission Control transmission. Then when they started cheering, this was the weirdest thing ever: As if they held their cheering back until they were back on air. You don't hold back in a situation like this ! It ruined the show, I wish they put in some cameras to follow the rocket as it went up, too. And I wish they showed the re-usable part (isn't that what it's all about). But could someone explain things to me ? What's with the "Awaiting Vehicle Downlink".