Do you use Windows ?
Does this only happen on boot/login ?!

So would it be perhaps a solution to always initialize it on bootup to a default state, after that you shouldn't be asked anymore. You can achieve this by the following setting in the TM FX preferences (F3):
  [x] Always init DSP devices with TotalMix FX settings

But this question should normally not occurr on boot/login if the last state could be written successfully during Windows shutdown. Or is it in your case different that the settings of digital mixer can change while the PC is shutdown, e.g. by working in standalone mode ?

I remember there was a little bug related to that with older versions of TM FX (<=1.71). The last settings file could not be written properly during Windows 10 shutdown. It only worked when you quit TotalMix FX manually before shutdown.
Therefore the question popped up on every boot/login and could only be stopped by setting in preferences:
  [x] Always init DSP devices with TotalMix FX settings in the

The issue was fixed in TM FX 1.72: "Fixed an internal messaging error that could cause the current state not to be saved on shutdown in certain setting configurations (for example Host server active or MIDI in use)"

Which TM FX version do you have in use btw ?

Usually TM FX is bundled with the driver.
But the latest versions might not yet be in the latest driver.
In this case you look to the proper subforum and download TM FX separately.

As you told that the popping up of this window kind of blocks the communication between controller and recording interface I still think that it could be a proper solution
a) to try a TM FX upgrade, although v1.72 should be fine in regards to writing the last state file during shutdown
b) to try whether initialization of TM FX on start/login fixes the issue.

If you ware concerned in terms of volume changes you can also set in preferences not to change the volume or control room settings (Snapshots do not load .... <pulldown menue>)