This is not a 'bug' as such.One of the GTK+ devs decided to insert this warning into the Gtk Dialog function gtk_dialog_map because he thinks no dialog window (as used by LOTS of applications, including Zenity) should run without a parent window - see https://mail.gnome.org/archives/commits-list/2014-May/msg00576.html and https://github.com/GNOME/gtk/blob/master/gtk/gtkdialog.c.
Or perhaps it is a bug - in Gtk+.
