Andrew,
Thank you!
YES! That was it! Default was set to "NONE". As soon as I set it to Halion, popup went away.

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I will mark this Resolved. But perhaps this pop up message should say something about a "default" synth in there instead of message it displays? Or respect user selection if it chosen "none" for default?
Here is example of why one would not want a default synth full time. Halion does not allow 2 instances. So a DAW + BIAB both loaded with Halion will not work simultaneously. One instance will have to be unloaded and most likely it will be the one in BIAB.

Got carried away with test driving new 2021 features, forgot to add default synth smile