Permission error when setting name of resultset?

I have a query that I use daily.  It works fine without any alerts.  However, if I simply prepend @set resultset name Test; it gives me the following alert:

I can duplicate the behavior with a very simple query: 

@set resultset name Test;
SELECT TOP 10 * MyTable;

There is no alert without the @set command.

p.s. I thought I had opened a ticket for this but I can't find it so I thought I'd just post here instead of potentially opening a duplicate.

Upgrading, thanks!

Hey there, I see that this permission alert has returned in this latest release (10.0.26).  I wasn't seeing this alert popup before.  I do not see (maybe I'm not looking hard enough) an option to disable these alerts.  Please let me know if there is something I can do to turn them off.