It actually makes sense and is correct. The admin setting is 'No' to disabling all WiFi which the pop up confirms by saying wireless is then available because WiFi is not be disabled. If this setting is to be retained and wireless is to be enabled, the pop up gives options of either Yes or No. What's the confusion?
The confusion is whether the message refers to the pop-up or the setting itself.
Any normal pop-up would just have a cancel button.