I think the checkbox was only added in 2.6? I haven't been able to make out where Pandion (2.6.) stores this setting so that I could try whether 2.5 would already honor it...
We have decided not to install the new version company-wide until the status message dialog can again be forced on status change (see
http://gsfn.us/t/ohm1). Having the new version dialog pop up on every start however is quite irritating for users.