What is Matlab doing when training a K-NN classifier?

I am currently using the Classification Learner GUI to make a K-NN classifier model. Training (training data size: 800,000x52), is seemingly taking forever. I am wondering, what is Matlab doing while training? Since K-NN uses lazy learning, I thought there is no training required? So, why is it taking so long to "train"?
If this "training phase" is actually used to test unseen data to evalutate the model accuracy, is there any way to get more verbose output to see progress instead of just a indeterminate progress bar?

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The training time might depend on the type of validation that you are using. If you are using k-fold validation, and the k is large it is likely that the model will take longer to train. The training phase uses the validation data (taken from the training dataset) to evaluate the accuracy of the model.

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