it's been like that for a while, i think since the 10.12.2 betas started. is that not what you want to do? for me, that's what i want anyway, so not a problem here.
I have the same thing but it only started after applying the latest Safari update to version - Version 10.0.2 (12602.3.12.0.1). Prior to this I did not receive any such dialog.