I know about this behavior and honestly immediately after I implemented this message box I knew that it will need more care. It's only temporary solution to show any info when export is done.
The idea is to display more sophisticated dialog where all generated files will be displayed, maybe also with information which files were modified and which remain the same.
This is also the answer to your another question posted here: http://support.orm-designer.com/68/success-popup-after-export-displays-wrong-path