This displays when you convert the graph colors for an index from using index-associated colors to using the general color sequence for the graph.
The question is: which set of colors do you want to use? You could keep the colors that were being used by the index, or you could use the general colors for the graph, which are used the key index doesn't have an index-associated color sequence. Before you clicked on the radio button General color sequence, this graph only, the colors associated with the index were displaying in the Change Series Color dialog.
If you answer No, you'll keep those colors for this graph. If you pivot, so that some other index becomes the Key, it will use these colors (unless that index has its own associated color sequence). The colors that you see in the dialog won't change.
If you answer Yes, you'll convert back to using the general colors for this index. The colors displaying in the dialog will reset to reflect the existing general colors for this graph.