No such dialog box.
I have to admit I have never had this happen to me.
What type of computer are you using, Notebook or Desktop?
If a notebook I suggest you start using a mouse so you have more control over where the cursor is and the clicking functions. At the very least turn off the option that enables the clicking function by Tapping the track/touch pad.
I have been using a computer for over 23 years and LR for 9-10 of those year and have never accidentally move folders or file in LR or any other program.