No ability to disable it and I think it's probably a minor inconvenience as compared to accidentally closing the program and killing your audio / not saving a playlist. Two clicks that can save your bacon!
rekordbox Dialog boxes
Is it possible to disable rekordbox's dialog popup windows?
Mainly on exit, when the first one asks if you want to disable link, and the second which asks if you want to save the current playlist.
A small annoyance, but still would like the option to just exit in one go.