There's really no such thing as pre-compilation, as all shaders have to be compiled before use. Just because a game isn't actively showing this taking place doesn't mean it's not happening - older games simply had fewer and less complex shaders, so they could more easily be compiled during the main menu or level-loading.
They are by the GPU drivers and some games do it too. For example, if you have an Nvidia graphics card, the compiled shaders are stored in these locations:
C:\users\[account name]\AppData\Local\NVIDIA\DXCache
C:\users\[account name]\AppData\Local\NVIDIA\GLCache
On my PC, that first folder is 1.92GB in size and looks like this:
View attachment 88886
I've played one game today and used Chrome to web browse, and you can see that this generated 10 files, accumulating 20.5 MB of compiled shaders.