After the program has executed a move, it already expects the opponent to make a certain reply. In fact, it continues to calculate on the opponent's time, under the assumption that this move will be played. If the opponent actually plays it, the program can execute its next move much more quickly – sometimes instantaneously.

 

You can see what the program expects you to play in the engine window:

 

 

The expected move ( Ne7) is displayed in the engine window.