I had a similar experience a few versions ago, but when I upgraded at some point it came back every time i started modest (and preventing automatic checking). At that time, I tried deleting the profile as well as uninstall/reinstall, but it didn't help. After reading your post, I uninstalled again, and this time manually deleted "/home/user/.modest". When I reinstalled, I got the warning at setup, but liked alephito I haven't seen the warning since.