Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:68.0) Gecko/20100101 Firefox/68.0
I have tested your issue on latest FF release 68.0.1 and latest Nightly build 70.0a1 (2019-08-08) and could not reproduce it.
Can you please verify if the checkbox from Menu --> Options --> Startup --> "Always check if Firefox is your default browser" is check or uncheck after you uncheck the "not receive that message..." box?
If the issue is still reproducible on your end, can you please retest this using latest Nightly build (https://nightly.mozilla.org/) and report back the results? When doing this, please use a new clean Firefox profile (https://goo.gl/AWo6h8), maybe even safe mode (https://goo.gl/AR5o9d), to eliminate custom settings as a possible cause.
Further, I will move this over to a component so developers can take a look over it. If this is not the correct component please feel free to change it to an appropriate one.
Thanks for the report.