You get the pop-up because the Reader Extensions for saving the PDF is enabled...
They give you this pop-up because if there is any data entered in the PDF, it will be lost because LiveCycle can only modify the template of the PDF Form.
Which means the initial Form as it is created. Once you enable Reader Extensions you MUST remove the usage rights to be able to modify the form...
If you want to keep the data inside the form, you should keep a copy on the side to be able to re-enter the data inside the form once it is modified in LiveCycle.