When the Mendix app is running, if you force close studio pro or you kill the studio pro using your Task Manager(windows) this happens.
I assume that when it does happen you get a Open Anyway option isnt it? when you click and continue the app can open normally i presume.
From then onwards you should not have any issues.
Its just a warning for you to CLEAN CLOSE your studio pro window and the running process for the app.