Bogus warning about file outside the project directory when editing

In a freshly-created console application project, as soon as I start
editing its main.cpp, I am told, in a pop-down bar at the top:

Warning: This file is outside the project directory

with a [Do Not Show Again] button and an X icon to dismiss it. This is
an odd message, given that the file has just been created as part of
the new project and is in its new directory. The message goes away
when I save my changes to the file but reappears whenever I'm editing it.

I am inclined to suspect the IDE is having me edit a temporary copy outside the project directory, but then grumbling at me about how it chose to implement my decision to edit a file inside the project directory.
If you aren't seeing this warning, I'll hazard a guess you clicked the button at some point and it's duly not showing that dialog again.