Since nobody had yet an answer, I looked into the code to see how to remove the code which shows up that dialog. I found the hint_gc procedure which does it and the place where it is called. At the same time I noticed that late 2011 there was added a configuration option for disabling the dialog. This change (part of git-gui 0.16.0) was merged to Git’s mainline on 2011-12-14.
So if you use Git v1.7.9 or newer, you can disable the warning dialog with the following command:
git config --global gui.gcwarning false
If you are using an older version, then you can edit /lib/git-core/git-gui and remove the after 1000 hint_gc line, or edit /usr/share/git-gui/lib/database.tcl and remove the body of the hint_gc procedure. (These file paths are on Cygwin – on other environments the files might be in a different locations. For Windows it is c:\Program Files\Git\mingw64\libexec\git-core\git-gui.tcl)