I know what you mean. You can disable the warnings via the KNIME GUI section of the preferences dialog. To do so open KNIME and go to File->Preferences. In the Preferences dialog go to KNIME->KNIME GUI and unselect all Confirm ... options at the top of the dialog. You can also set the option to "Execute upstream nodes" to always if you want.
However, this does not help against all the warnings appearing when you export a workflow. When you have another long-running workflow in the background at the same time, the "Do you really want to exit" warnings can be a bit scary, especially since there is no obvious reason for them to appear. And since nothing will be exited. But then how often do you export workflows...