Whilst I generally agree that serial popups are annoying, protective popups are worthwhile, they are the only method of slowing users down if something is risky. That a user with over 16 years experience can make the mistake shows its reasonable to guard session changes, especially as undo requires you to manually check every file, see for example #1631.
In addition (at least the size the replace popup that shows by default here) there is space to the left of the "In Session" button, maybe it can be stacked left to keep it separate from "In Document" and "In Selection" and move it in tab order to be after them.