Agreed.
As for the lack of US popularity... well its not like the US has a dearth of popular team sports Maybe there just isn't room. Massive promotion alone won't necessarily help (See XFL).
Ignore the message, turn of the HD when you want to disconnect. Thats all you need to do. Ignore the message because sometimes Windows can be dumb.
If in serious doubt, maybe the HD manufacturer would be of more help?