Does This Make Sense?

 The "Switch to Advanced Mode" (in blue) is circled. (Click on image to enlarge)

The 'Are You Sure?' warnings seem to be used everywhere else,
why not here?

- This is how it started:

The HP Hardware diagnosis/check was doing it's monthly check. 
I sat there watching it do it's thing for a while and noticed that there 
was a discrepancy between what the 'Running' progress meter 
was on and what the 'Progress' dialog box at the bottom of the 
window said was running.

At that time the PC's HDD (a Western Digital) and a USB
-connected external HDD (a Maxtor OneTouch) were being 
tested. When a test was being run on the Maxtor, the Progress 
dialog showed the ID for the Western Digital, and vice-versa.

- But that's not what this is about.

In an attempt to look into this further I clicked on the 
"Switch to Advanced Mode". I've worked with this program 
numerous times but apparently have never made this action 
before, because when I clicked on that option the program 
stopped and shut down! (Note that this program takes quite 
a while to run/complete.)

No warning, nothing..

That's what I writing about.

My thoughts immediately went to the countless times I've 
clicked to delete something, or to complete some other action, 
and a dialog box popped up asking a variation of 'Are you 
sure you want to do this?". 
It's aggravating, but appropriate for safety reasons to protect
inexperienced users.
I'm an experienced user so in general they're a nuisance,
but not always..

So I'm thinking.. What were the software designers/engineers 
thinking when they put a button/link that says "Switch to 
Advanced Mode" at the top of the program window, and left 
it active (not 'grayed-out'/inactive) while the program is working?

If clicking on something in your program results in the 
closing of the actively running program, don't you think 
the user ought to be warnedbefore completing the action? 

... end of rant