The explanation for this temporary annoyance is that some malicious software or other people who gain access to your account can setup auto-forwarding. "For about a week, this notice will appear for a few minutes each time you sign in to your account. Displaying the notification in this way helps ensure that you have a chance to see the notice, rather than someone who might try to gain unauthorized access to your account and use this setting improperly. The notice will disappear immediately if you choose to disable the forwarding setting, but that decision is up to you," mentions Google.
So that's the reason why there's no "dismiss" link and you're forced to see the pink bar again and again. Maybe it would be more useful to show this message for one week after auto-forwarding has been setup.
If you no longer want to see the message, temporarily disable auto-forwarding, switch to the simplified HTML interface or pin the Gmail tab if you use Chrome, Firefox or Opera. Another option is to add this filter in AdBlock Plus: mail.google.com##.fVKDI (the extension is available for Firefox and Chrome).