Steps to reproduce:
version: gnuplot 5.2 patchlevel 2
OS:
Ubuntu 18.04.4 LTS
gnome 3.28.2
uname -a
Linux Dell-Ubuntu 4.15.0-88-generic #88-Ubuntu SMP Tue Feb 11 20:11:34 UTC 2020 x86_64 x86_64 x86_64 GNU/Linux
The attached gnuplot script demonstrates this error.
Bump: this is still happening.
Some googling on the warning message suggests that this is a harmless message generated by gnome shell, not anything specific to gnuplot. In any case I cannot reproduce it here. Note that since gnuplot is using the Qt terminal it should be using the Qt toolkit widgets, not the Gtk widgets. This is a hint that a message from GtkDialog is not coming from gnuplot.
This seems to be no longer occurring after upgrading to 20.04LTS.