That's basically a copy/paste of the code from our VBA KB article, so if the dialogue isn't going away and you're on the latest version of Report Builder, I'd recommend creating a ticket with customer care with exact steps to reproduce so the agent can clearly see the issue on their machine. Once that happens, we can get it to our engineering team for a fix. Thanks!
Does it specifically work in a fresh workbook though? Determining if it's workbook-specific, macro-specific or machine-specific will provide a lot of headway into determining what the root cause of the issue is.