On 2 different machines, I’m getting this message in Rhino WIP very often (2 times every day or so), though Rhino seems to close normally. Different files are being open when I click OK (I guess the ones where I didn’t save changes). It has just happened again with the build from 2015-05-12.
This should be fixed in the next Rhino release. There was a problem deleting the recovery file name from the settings file. There may be more than one recovery file in your settings file as a result so you might get the message a couple of times after getting the new build but you should notice the file name changing. This will stop when all of the recovery files have been processed.