I am wondering what is happening during this phase? Is my system validating each transaction it received?
Yes.
I guess I had assumed all of this happened during the download.
Yes, your windows PC also has done this upon downloading.
Is there a way I could have performed this function on Windows before I began working with the Pi to save myself a few weeks?
Yes, since your windows PC already did this, you can simply copy the
blocks- (which you probably did) and the
chainstate directory (which is being built upon validating).
After moving the
chainstate folder to your PI, core should start and just sync the last few blocks (which are not included in your
block and
chainstate directory yet).