Not that I'm aware, no.
In defence of the pop up box though, to me they are doing a marvellous job of 'telling' the user not to touch anything until the data is loaded. Most datasets I've ever interacted with are so small and fast that I hardly ever even see this screen TBH.
In general these show up when we are designing our vizzes/dashbords. When published to server you will have a different prompt while the data is loaded (similar to others available in web apps).
One way to limit the display of these while on Desktop is to hide all unnecessary fields from your workbook and generating a tableau extract at the level of the detail you need to display the data. For example, I normally work with a 12M rows transactional datasets (at the second level) but when I create an extract at the day level the total of rows is cut almost by half.
Here is some documentation about tableau extracts and packaged workbooks
I hope these help