After your initial supply and demand loop is well-established, with a solid surplus of supply, then you can turn that warning back on. After that it serves its intended function of warning you that something changed and you no longer have enough supply to meet the demand.
On the other hand, if you have a station that you always want to have more demand than there is supply (such as a station which recycles unwanted byproducts), then just leave the warning turned off.