Hello,
I've run into the same issue. Typically, with the scripts I wrote that integrate GME and Arc via Python, Arc and GME don't always play nice and I have a feeling the Arc software runs something that GME has a tough time handling. However, when I have had that pop-up appear, when I click ok, typically my scripts run, albeit on the 2nd or 3rd try.
I did get a reply from the GME creator, and that was his best guess, that a temp toolbox is set up and GME gets a little confused. I also know the GME creator is switching everything to R so that he won't have to rely on the Arc libraries taht would cause this. Already GME doesn't work with 10.2, or least I had an issue with it.
I created the scripts and use them in ArcToolbox, but they definitely run best when run directly via a Python IDE (I use PythonWin), and then are ok through ArcCatalog, and all the inputs have to be out of the map document if I run them in ArcMap. However, they do seem to work, though it varies from tool to tool, depending on if it solely uses and algorithm in GME, or if it needs the Arc libraries.
So not much insight, but hope this helps!
Alison