Alerts run options - changing duplicate message setting

I'm changing the run options on one of our learning alerts, so that duplicate messages will be sent daily. Currently 'Stop Duplicate Messages' is set to Yes, and I am changing it to No. However the message "You may have stored data for the duplicate check performed in the earlier runs. Do you want to purge that data before the new check is performed?" pops up when I change it from Yes to No.

What exactly does this notification mean? I only want duplicate notifications to be sent going forward from today. Should I select No on this pop up?