Ok, so here's what I think is happening. I inserted a ShowMessage and guess what, nothing showed up. I Run > Clean up Build files, run again an the dialog box showed up. Went back, removed the line, saved, run again... the dialog box showed up again.
So apparently Lazarus or FP are not re compiling the source even if it was modified.
Even more strange, I go and introduce an error, Ctrl-F9 an the thing complains. Good. Delete the error, compile, run, dialog box still showing up even when it's not in the code!
I don't remember tinkering with the settings, but could it be some setting?
EDIT: Thanks Never! Quite blunt mistake on my part.