If you had your wifi enabled long enough for your 3DS to auto-download the latest update, then there's no way to get rid of the popup without formatting your 3DS. Gateway mode is not designed to stop this from happening. This will happen if you're not on the latest firmware in emuNAND and your wifi is enabled long enough for your console to fully download the latest update. It's happened to me too, but it's not a big deal. I just say no every time. So there's only 2 ways to avoid this popup: 1. Never have your wifi enabled, or 2. be on the latest firmware version in emuNAND (which currently isn't possible without incompatibility issues with some applications, namely eShop and emuNAND's System Settings).