Chrome: "Prevent this page from creating additional dialogues". What does it mean?

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Google Chrome will always let me confirm the checkbox "Prevent this page from creating additional dialogues" when I have done changing my WiFi's password in a server. I know the checkbox must be telling me about security so I 'tick' in the box but profoundly, I know nothing 'bout it. What is it about? What is it trying to say? Can you please explain to me? And if I really should not 'tick' in the box, tell me then. Thanks readers.
 
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