There is a way to stop it from happening every time:
At the Launcher, click on Options instead of Start. Go to the Developer tab and tick 'Show Database Process Window'. Then save the settings. There should now be a TADDaemon window as well as the Trainz one.
When you close Trainz, wait for the TADDaemon box to close too, before shutting down your computer. This should prevent the Updating Trainz Asset Database window popping up every time.