Edit Links Problem "Links Cannot Be Updated" Error Always Occurs

I have a spreadsheet which pulls data from other spreadsheets. Every time I open this, I get the "This workbook contains one or more links that cannot be updated error."

Updating skips past this and all works fine. Choosing edit links shows me that all links have an "OK" status, that the updates are automatic, and I have the startup prompt set to "Don't display the alert and update links".

So why does this keep popping up, and how can I get this to stop?