When you launch the application the first time or after an update you need to be connected to the internet so that the application can get the DJI SDK token. Once the token is acquired, it is no longer needed to be connected to the internet when you launch the application. However, this message may also appear once in a while to get the SDK token but we do not know exactly how regularly.
Considering this fact, I would recommend you to make sure that DJI GO (4) is updated and before going in the field, to turn off automatic app update for DJI GO (4).