Er..., there are actually 2 of them. One, when you start steam and you were in offline-mode, where you are asked wether you want to go online or stay offline, and then there is the one in the pic (no connection, try again or go offline).
Cheers

That's not what I'd call a pop up as it comes up instead of the regular log-in window. ;) And if you're signed in and lose connectivity there is no pop up either.
A pop up message is a message that is not just replacing content but actually popping out of the regular content. E.g. a pop up would be if you'd sign into steam but on top of the login screen you'd see an "offline" notice and the selection.


So when steam is running all you see is the "no connection" at the bottom of the main window. But anyways, you can easily switch to offline mode, no matter if it's running or not. It wasn't that easy in the past though.

had the same problem two days ago: i installed in my shop where i have internet and everything ran fine online and offline.. Went to home where i have no connection and steam refused to log offline. I had to come back, log online and set steam to work in offline mode. Now works ok.. But i felt like a nerdy flpper ball!!