If you are now using Lightroom 5 and working with raw images then you won't get that message because Lightroom 5 and Photoshop CC are synchronized. The TIF image (or PSD depending on your preferences settings) doesn't get saved until the end of the Photoshop session.
Thanks Jim, That's too bad, it was so nice to click "edit in PS" have it create a copy for working on in PS and not having to worry about working on the raw file in PS... Another benefit I found was then "saving as" on the file in PS left me both the raw and tif/psd in LR and I could reset the raw in LR to start over and have a copy of my initial LR work saved for comparison.
I'm sure I can change my workflow to accomplish the same but I'm so comfortable with the way it was in LR4 and CS3 and so far in my 30 day trial I'm not finding enough other benefits to LR5 and PScc to make it worth the upgrade... I still have a few weeks of the trial so I'll just have to see...
By the time the image is open in Photoshop is no longer raw image data. You are not working on the raw file in Photoshop. The only difference in your workflow is when that TIF file is saved. Since Lightroom and Photoshop are in sync the saving of that secondary file is postponed until the end of the Photoshop session. But any work you do in Photoshop is saved to the TIF file. The only difference is the point at which the file is saved. So you really don't have to change your workflow at all. Photoshop, by itself, cannot do anything with the raw image data.
To expand a little further, Photoshop cannot edit raw image data. When an image is sent from Lightroom to Photoshop, Camera Raw is used to interpret the adjustments that have been made in Lightroom. The image is then converted to a standard RGB image. When Photoshop and Lightroom are "in sync" that converted image is sort of "suspended" in Photoshop. You make the adjustments using Photoshop, and then the image is saved to a TIF or PSD file depending on your Lightroom preferences. When Lightroom is newer than Photoshop/Camera Raw then Lightroom will give you the choice of creating the TIF image that includes all of the Lightroom adjustments, or to open the image in Photoshop. If you choose the latter, then the image will be opened without creating the TIF, but all of the adjustments you made in Lightroom may not be applied because you are using an older Camera Raw. That may or may not create a problem. Something that you will have to decide.
Thanks Jim, you gave me enough info to figure out what I needed, I appreciate that... I was using the "Save As" on the file in PS and changing the default name so it wasn't showing up in the LR catalog... Then unlike the old version making the copy before I even left LR to work in PS I was assuming there was no filename-edit.xxx saved.