Finishing a new SCM connection on an existing net should not raise the "joining net" warning, if the new connection did not connect two previously existing nets.
Example: I draw a new SCM connection from an unconnected pin to an existing net: The "joining" warning is shown (but should not be shown in my opinion).
If I draw the same connection from the existing net to the pin, no warning is shown.
As soon as you start a connection from an unconnected pin, a new net is assigned to it. Hence the warning, as the two nets are different. If you connect from an existing net to a pin, a new net isn't created and a warning is not required. You can turn the warnings off.