Starting with version 2.29 of the cpan shell, a new download mechanism
is the default which exclusively uses cpan.org as the host to download
from. The configuration variable pushy_https can be used to (de)select
the new mechanism. Please read more about it and make your choice
between the old and the new mechanism by running

    o conf init pushy_https

Once you have done that and stored the config variable this dialog
will disappear.