I understand your point, however there are many times where I make a change that I know will cause failures and being able to bypass this dialog would be helpful in those cases. However, in most cases, the user needs to know that they've broken something and it needs to be fixed.
Maybe what PTC needs to implement is a button in that box that will hide it for the rest of that session of Creo. You get the warning once, so you know there is an error, but after that you turn it off as you continue your build. There should also be a button in the options menu to turn the error message box back on within your session.
I agree with Hamster, fix the cause not the effect, but Doug's point about doing something that causes an error on purpose does have some merit. However, creating an error on purpose is the exception, not the rule that triggers the warning box.