"the component cannot be found, do you want to quit" or similar.
"Or similar": It be possible something like the following, or similar...
If indeed it was the session file, the that could be pointing to files you once had open in your editor, and that the IDE should open again.
And, as long as the file (E.g. an old form or frame that contained the component) does still exist on disk, then it will be opened in an editor. Even if it no longer is part of the project. (Well non project file are actually IIRC only remembered for re-opening if that is specially enabled... but not sure).
So anyhow, a file with the component on a form/frame was about to be opened.
The IDE has a setting, if to also forcefully open the form. But that only applies if you do
NOT use the docked form editor (anchordock is no problem, only the docked form editor).
Also, if a form has an issue loading, the IDE will report it, and give up on opening that form. But IIRC with the docked form editor it has a problem giving up, so you get more errors... Again not sure.
This is from distant memory. I don't personally use the docked form editor (nor anchor docking, at least not in most cases).