This is because show_spinner=False will only work if you are using st.spinner() and not st.status().

You can recreate the same thing with a spinner as follows:

@st.cache_data(show_spinner=False)
def fetch_data():
    with st.spinner("Buscando datos..."):
        time.sleep(2)
        st.write("Partidos encontrados...")
        time.sleep(2)
        st.write("Descargando datos...")
        time.sleep(2)
        st.write("Dibujando tabla...")
        game_data = scraper.get_data(game_list_input=games_id)
        data_df = scraper.get_data_df(data_list=game_data)
        games_data = data_df.to_pandas()
        time.sleep(3)
        st.success("¡Descarga completada!")        
        return games_data

    
games_data = fetch_data()

You can tweak it a little to add an expander like we have in status, if required.