Warning dialogs created due to checked auto options should explain how to disable them

[Rangi42]

Options -> Auto-Load Special Palettes can cause this:

And Options -> Auto-Load Roof Palettes can cause this:

[hypersonicstorm]

I'm assuming this is what I encountered

After I close the app, it also discards the palettes that I made (after saving), which may or may not be related to this