I am using the latest beta version for Mac and I regularly see the same issue as Richard. However for I've found that if I kill the window with the spinning circle and start connect the window comes up correctly after a short period of spinning circle. So for me its a minor nuisance rather than a major problem.
I was using viewer for Mac at the time. However the message popped up inside the viewer window. The machine I was remotely logged into also has viewer installed. So what I now think happened is that the message was on the remote machine, but I the time I didn't think to try and move it away from the viewer window on my Mac to check.
I just got the message below on my Mac, it was inside the viewer. I went for a free key, but then realised I shouldn't need one at the moment as it is a beta version. I think viewer is installed on the machine I am logged into, could it be that which caused the pop up?