"Apply configuration changes" dialog is very confusing

Not sure why, but sometimes when I do "Build All Projects" I get this dialog:

Basically it exposes very small detail of configuration process and forces me to either click "Apply" or "Close without saving". I don't have an option to close the dialog with the X button in the corner (i.e. cancel it). Pressing the X button is no-op. I don't know how to proceed. I don't understand why the dialog appears now, and didn't appear before, so I consider it as an additional obstacle. Can't creator handle it like before? I don't know the what CMAKE_PREFIX_PATH is about, didn't meet it before and don't understand why Creator asks me about it now.