Hi there! I'm Tyler, one of the X-Plane developers.
Can you please attach both a screenshot of your Settings > General tab, and your "X-Plane Analytics.prf" file (found in X-Plane\Output\preferences)? I'm unable to reproduce this in the lab. (Note that you can take a screenshot from within X-Plane by hitting Shift+Space, and it will appear in your Output directory.)
ice_pdb (above) is correct regarding connecting to X-Plane servers. If you're using the digital download, X-Plane will periodically connect to our servers to ensure your product key isn't being used on a bajillion machines across the Internet. Likewise, X-Plane automatically connects to the web to check for updates. Neither of these are optional.