Why is Steam trying to load up games with optional parameters?

Perfectly normal.

The game has to know somehow that you intend to join your friend. Thats what the parameters are for, those allow you to be connect to the same multi-player session.

Looking at the SteamAPI documentation, this does appear to be normal:

If the user outside a game chooses to join, your game will be launched with the parameter +connect_lobby <64-bit lobby id>, or with the callback GameLobbyJoinRequested_t if they're already in-game.

I can't find anything in the documentation for +connect p2p, but I'm sure its something along the same lines as the other optional parameter you've seen.