The only advantage of the unpacked database is that it is loaded very fast. the same way, exiting IDA is fast too.
If packing is disabled, the abort command will not be available the next time the database is loaded.
We strongly discourage using unpacked databases.
To disable this prompt in the future, simply modify ASK_EXIT_UNPACKED parameter in IDATUI.CFG or IDAGUI.CFG file.
Please note that when the "File -> Save as" is used with an unpacked database, IDA will continue to use the unpacked database and not the newly created database (the saved as one). In this case, please close and re-open the newly created database to ensure that IDA will use it instead of the original database.