Hi there, thanks for posting this question! We will be adding a feature flag, as well as UI for adding trusted domains in the next on-prem release, so that you will have more control over redirection modal. Currently, the "do not show this again" applies per user, per session, per specific URL. If the URL changes (e.g. because a token value in the URL changes) the modal will display again. The intention is so that users will have an opportunity to verify they are only passing information they intended to when clicking on a link that redirects them out of Splunk.
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