Site Optimization refers mostly to improve your site speed, to make you feel fast, visitors feel fast and to gain higher score for measure tools like Google Page Speed or GT Metrix (most common tools).
The Fox theme comes with default optimization on CSS and Javascript in Customize > Performance tab.
In case you use another performance plugin, It may cause troubles sometimes (conflict between theme & plugins). Please consider to disable Fox optimization or plugin optimization.
The Fox works well with WP Rocket (paid plugin) and Imagify (paid plugin).