Leave the retail price field blank for all of the items and it will not show.
It does appear to be a bug of some sort, but that is an easy enough solution in your case.
The save message is based on the retail price, so if you don't want it to show you can not specify the retail prices and it should correct the problem for you.
I'll have someone in our QA try to reproduce it and try to get the bug fixed in an upcoming release.