@Davidm157 What you're doing with the first action is actually what it says - turning off your cellular data; your 3G data; you're turning off the way the phone transmits data when wifi is off. Doing that, yes, will stop the popup from occurring in the Alarm but by the same token so will not setting the alarm in the first place. Without 3G data you'd loose half the functionality of the phone.
As an odd aside. I've been running since the beginning of the week with wifi switched off (since the 6.1.3 update Wifi seems to be the culprit for mega battery consumption in standby for me. Poor Wifi reception and battery drainage). I just tried the Alarm thing with and without Wifi on and the window is not popping up. Go figure.
However, just now, prior to writing this is reply, I did switch Settings > iTunes&App Store > Use Mobile Data > On and then back off. Maybe it logged something at Apple's end in my iTunes/App Store profile. Thought I'd mention it here for others to try.