This is one of those things that is pretty benign but just makes people crazy.  In the Burp Suite history, we repeatedly see entries for http://detectportal.firefox.com and the frequency is ridiculous.  I have this disabled in my c2 image but I hopped on a client's Kali install and there it was... tormenting me:

This is a simple fix, in the address bar, about:config.

Search for network.captive-portal-service.enabled:

Change the value from true to false:

That's it.  Annoying messages gone forever.  Hope this helps.