If an urgent message arrives while you’re sending a file, you can’t switch over to read it.
That means you can’t switch to another Outlook window while the message is open. More and more people want to skip this dialog and simply send the file they have, complete and untouched by Microsoft. These days mailboxes have greatly increased the accepted size for incoming messages so it’s common to email full size images, sometimes over 5MB each. This is a typical ‘lowest common user’ choice by Microsoft – it works for very novice users but no-one else.
You can’t stop this dialog appearing, nor can you change the default ‘Medium’ setting.