Haven't created a runtime with the latest rev yet, but this sounds like your file settings include sharing options or networking for some permission groups. Networking with the runtime isn't supported by the runtime applications.
If you intend this to be used as a stand-alone app, do you have any plugins or scripts that try to pull data from outside the FMRuntime file? If not, denying this connection option shouldn't be a problem.
However, if your app is doing something fancy beyond the built-in runtime capabilities, using web services, or..., you'll want to test the runtime to be sure it's bells and wistles all work after binding (SOP anyway).