please, show the screenshot with Links Panel open and with this alert (message).
Three screen shots:
First, the InCopy fly-out menu showing assignment status as checked out/in (nothing has been exported to InCopy)
Second, the alert I get when I close the file
If it helps explain this alert: I DO use InCopy for some projects. We're a publishing company, so some books are edited with InCopy, but not this one. It is a completely new document — not copied from an existing file that had InCopy assignments. And about that: when I UNLINK content from a previous pub (after "Save As ...") and create no new assignments with the new file, this "save modified assignments" alert still appears.
Just opening this file prompted an alert that one or more modified assignments could not be found...
It means at some point soneone made assignments. Open the Assignment panel and simply delete the assignments you see there, no text will be lost :-)