I don't know if you can join from GA - that warning/advice dialog may be in error.
When I right click, and do Edit connection, I get a box that's titled Google Analytics Connection and not at all what you showed above. The options I'm presented with are to basically change the data source from GA or the data that is extracted (i.e., the same thing from when you first connect).
Looking like an error to me.
It's really only a suggestion, and doesn't look to be applicable in your case. It may have been triggered by the other connections you have, not the GA one.