Of course not, that's why I was surprised with the suggestion - if that's not what it should do, then it's no different from what I was proposing.
I was agreeing with you that indeed, I don't want software to bother me again with the question unprompted. Additionally, I appreciate the reassurance that the dialog isn't my last opportunity to set the setting (because sometimes that is the case).
So tl;dr: label the button "Not now", and don't prompt me again.