As an example, I have a script that gathers all files and folders on the desktop sorts them into folders on the drive. It's installed on the dock on a number of macs.
It's easy to accidentally click a dock icon, so the dialog clearly explains what's going to happen and gives the user the option to cancel.
If you would never use it, then just turn it off. I believe it's a persistent setting, so once you change it, all new apps saved (this only effects applets and droplets) will have the setting.