Problem with External Referenced documents

[Tera]

At times when I open an assembly Solidworks shows the following dialog.
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No matter which option I choose, the result is the same. All components of the assembly are virtual.
When I open the references, I can't even find a reference to an external file.
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Why Solidworks asks for confimations to open/not open referenced files?

thank you.

Edit:
I just noticed I've used some custom holes from library but I always tick off the "Link to library" checkbox.
Can it be the case? If yes, why references screen doesn't show any reference to the library file?

[ellundo]

Just a guess but the "In Context" relations you show might be the cause of your problem.

[AlexLachance]

At times when I open an assembly Solidworks shows the following dialog.
-
1.png
-
No matter which option I choose, the result is the same. All components of the assembly are virtual.
When I open the references, I can't even find a reference to an external file.
-
2.png
-

Why Solidworks asks for confimations to open/not open referenced files?

thank you.

Edit:
I just noticed I've used some custom holes from library but I always tick off the "Link to library" checkbox.
Can it be the case? If yes, why references screen doesn't show any reference to the library file?

I believe that even if a component is virtual inside an assembly, if it has a reference to something else, it is an "external reference", in the sense that the reference is not contained within the part's file. Even if the part is virtual, there is still a file structure within your assembly and the part's reference does not come from the part but from something else in the assembly.