I believe you are mistaken. Excel does NOT prompt this confirmation when you simply switch between scenarios to view the different results. Try it using Excel Scenario Manger. Highlight a different Scenario and click Show. The prompt will NOT appear.
It DOES appear if your are currently viewing Scenario 1, then you change values in the worksheet for some of the scenario's changing cells, and then you show Scenario 1 again, without first selecting a different scenario. You get prompted as to whether
you want to use the new values as Scenario 1's values. This is the way it is supposed to work.
However, when using the QAT toolbar button, it ALWAYS prompts you with the message when switching from Scenario 1 to another scenario (regardless of whether you have changed any values in the worksheet).
THIS IS A BUG (with the Quick Access Toolbar Scenario drop-down chooser), and is NOT the expected or proper behavior for Excel's Scenario Manager.